## Warning: package 'Quandl' was built under R version 4.1.3

Introduction

For one of my machine learning classes we had a project that consumed financial data. I have extended that project to use machine learning to see if an indicator, or predictor, can be found that identifies market tops that occur prior to recessions. Then I use the model to build a trading strategy and backtest it to see how it performs.

Get Economic and Financial Data

Acquiring the data consists of two steps. First the code pulls the data into zoo objects which are then collapsed into a single data frame (df.data). Features are extracted from these series and added to the df.data data frame.

Sample call to pull economic data

Data is pulled from several sources include FRED, yahoo, and Google. The code below shows an example that pulls in the consumer price index (CPI) from the FRED. I pull data using quantmod, Quandl, and some manual extractions stored in spreadsheets.

# Consumer Price Index for All Urban Consumers: All Items
if (bRefresh == TRUE) {
  getSymbols("CPIAUCSL", src = "FRED", auto.assign = TRUE)
}
## [1] "CPIAUCSL"
## [1] "CPIAUCSL"
## [1] "USREC"
## [1] "UNRATE"
## [1] "PCEPI"
## [1] "CCSA"
## [1] "CCNSA"
## [1] "NPPTTL"
## [1] "CEU0500000001"
## [1] "U6RATE"
## [1] "PAYNSA"
## [1] "TABSHNO"
## [1] "HNONWPDPI"
## [1] "INDPRO"
## [1] "RRSFS"
## [1] "RSALES"
## [1] "W875RX1"
## [1] "RPI"
## [1] "PCOPPUSDM"
## [1] "NOBL"
## [1] "SCHD"
## [1] "PFF"
## [1] "HPI"
## [1] "GSFTX"
## [1] "LFMIX"
## [1] "LFMCX"
## [1] "LFMAX"
## [1] "LCSIX"
## [1] "BSV"
## [1] "VBIRX"
## [1] "BIV"
## [1] "VFSUX"
## [1] "LTUIX"
## [1] "PTTPX"
## [1] "NERYX"
## [1] "STIGX"
## [1] "HLGAX"
## [1] "FTRGX"
## [1] "THIIX"
## [1] "PTTRX"
## [1] "BFIGX"
## [1] "VTWO"
## [1] "EIFAX"
## [1] "ASDAX"
## Warning: ASDAX contains missing values. Some functions will not work if objects
## contain missing values in the middle of the series. Consider using na.omit(),
## na.approx(), na.fill(), etc to remove or replace them.
## [1] "TRBUX"
## [1] "PRVIX"
## [1] "PRWCX"
## [1] "ADOZX"
## [1] "MERFX"
## [1] "CMNIX"
## [1] "CIHEX"
## [1] "IMPCH"
## [1] "EXPCH"
## [1] "IMPMX"
## [1] "EXPMX"
## [1] "HSN1FNSA"
## [1] "HNFSUSNSA"
## [1] "BUSLOANS"
## [1] "TOTCI"
## [1] "BUSLOANSNSA"
## [1] "REALLNNSA"
## [1] "REALLN"
## [1] "RELACBW027NBOG"
## [1] "RELACBW027SBOG"
## [1] "RREACBM027NBOG"
## [1] "RREACBM027SBOG"
## [1] "RREACBW027SBOG"
## [1] "RREACBW027NBOG"
## [1] "MORTGAGE30US"
## [1] "CONSUMERNSA"
## [1] "TOTLLNSA"
## [1] "DPSACBW027SBOG"
## [1] "DRCLACBS"
## [1] "TOTCINSA"
## [1] "SRPSABSNNCB"
## [1] "ASTLL"
## [1] "FBDILNECA"
## [1] "ASOLAL"
## [1] "ASTMA"
## [1] "ASHMA"
## [1] "ASMRMA"
## [1] "ASCMA"
## [1] "ASFMA"
## [1] "CCLBSHNO"
## [1] "FBDSILQ027S"
## [1] "FBLL"
## [1] "NCBDBIQ027S"
## [1] "DGS10"
## [1] "^TNX"
## Warning: ^TNX contains missing values. Some functions will not work if objects
## contain missing values in the middle of the series. Consider using na.omit(),
## na.approx(), na.fill(), etc to remove or replace them.
## Warning: CL=F contains missing values. Some functions will not work if objects
## contain missing values in the middle of the series. Consider using na.omit(),
## na.approx(), na.fill(), etc to remove or replace them.
## [1] "DGS30"
## [1] "DGS1"
## [1] "DGS2"
## [1] "TB3MS"
## [1] "DTB3"
## [1] "^IRX"
## Warning: ^IRX contains missing values. Some functions will not work if objects
## contain missing values in the middle of the series. Consider using na.omit(),
## na.approx(), na.fill(), etc to remove or replace them.
## [1] "DCOILWTICO"
## [1] "DCOILBRENTEU"
## [1] "NEWORDER"
## [1] "ALTSALES"
## [1] "ICSA"
## [1] "^GSPC"
## [1] "FXAIX"
## [1] "FTIHX"
## [1] "MDIZX"
## [1] "DODIX"
## [1] "^RLG"
## Warning: ^RLG contains missing values. Some functions will not work if objects
## contain missing values in the middle of the series. Consider using na.omit(),
## na.approx(), na.fill(), etc to remove or replace them.
## [1] "^DJI"
## [1] "^STOXX50E"
## Warning: ^STOXX50E contains missing values. Some functions will not work if
## objects contain missing values in the middle of the series. Consider using
## na.omit(), na.approx(), na.fill(), etc to remove or replace them.
## [1] "EFA"
## [1] "GDP"
## [1] "FNDEFX"
## [1] "FDEFX"
## [1] "GDPNOW"
## [1] "GDPC1"
## [1] "GDPDEF"
## [1] "VIG"
## [1] "WLRRAL"
## [1] "FEDFUNDS"
## [1] "GPDI"
## [1] "W790RC1Q027SBEA"
## [1] "MZMV"
## [1] "M1"
## [1] "M2"
## [1] "OPHNFB"
## [1] "IPMAN"
## [1] "IWD"
## [1] "GS5"
## [1] "PSAVERT"
## [1] "VIXCLS"
## [1] "VXX"
## [1] "HOUST1F"
## [1] "GFDEBTN"
## [1] "HOUST"
## [1] "HOUSTNSA"
## [1] "EXHOSLUSM495S"
## [1] "MSPUS"
## [1] "UMDMNO"
## [1] "DGORDER"
## [1] "CSUSHPINSA"
## [1] "GFDEGDQ188S"
## [1] "FYFSD"
## [1] "FYFSGDA188S"
## [1] "GDX"
## [1] "XLE"
## [1] "GSG"
## [1] "WALCL"
## [1] "OUTMS"
## [1] "MANEMP"
## [1] "PRS30006163"
## [1] "BAMLC0A3CA"
## [1] "AAA"
## [1] "SOFR"
## [1] "SOFRVOL"
## [1] "SOFR99"
## [1] "SOFR75"
## [1] "SOFR25"
## [1] "SOFR1"
## [1] "OBFR"
## [1] "OBFR99"
## [1] "OBFR75"
## [1] "OBFR25"
## [1] "OBFR1"
## [1] "RPONTSYD"
## [1] "IOER"
## [1] "WRESBAL"
## [1] "EXCSRESNW"
## [1] "ECBASSETS"
## [1] "EUNNGDP"
## [1] "CEU0600000007"
## [1] "CURRENCY"
## [1] "WCURRNS"
## [1] "BOGMBASE"
## [1] "PRS88003193"
## [1] "PPIACO"
## [1] "PCUOMFGOMFG"
## [1] "POPTHM"
## [1] "POPTHM"
## [1] "CLF16OV"
## [1] "LNU01000000"
## [1] "LNU03000000"
## [1] "UNEMPLOY"
## [1] "RSAFS"
## [1] "FRGSHPUSM649NCIS"
## [1] "BOPGTB"
## [1] "TERMCBPER24NS"
## [1] "A065RC1A027NBEA"
## [1] "PI"
## [1] "PCE"
## [1] "A053RC1Q027SBEA"
## [1] "CPROFIT"
## [1] "SPY"
## [1] "MDY"
## [1] "EES"
## [1] "IJR"
## [1] "VGSTX"
## [1] "VFINX"
## [1] "VOE"
## [1] "VOT"
## [1] "TMFGX"
## Warning: TMFGX contains missing values. Some functions will not work if objects
## contain missing values in the middle of the series. Consider using na.omit(),
## na.approx(), na.fill(), etc to remove or replace them.
## [1] "IWM"
## [1] "ONEQ"
## [1] "FSMAX"
## [1] "FXNAX"
## [1] "HAINX"
## [1] "HNACX"
## [1] "VEU"
## [1] "VEIRX"
## [1] "BIL"
## [1] "IVOO"
## [1] "VO"
## [1] "CZA"
## [1] "VYM"
## [1] "ACWI"
## [1] "SLY"
## Warning: SLY contains missing values. Some functions will not work if objects
## contain missing values in the middle of the series. Consider using na.omit(),
## na.approx(), na.fill(), etc to remove or replace them.
## [1] "QQQ"
## [1] "HYMB"
## [1] "GOLD"
## [1] "BKR"
## [1] "SLB"
## [1] "HAL"
## [1] "IP"
## [1] "PKG"
## [1] "UPS"
## [1] "FDX"
## [1] "T"
## [1] "VZ"

Load up the EIA data

Load rig count data

The Baker Hughes rig count numbers

USDA data

Loading in farm data

## Warning in read_fun(path = enc2native(normalizePath(path)), sheet_i = sheet, :
## Expecting numeric in E3 / R3C5: got a date
## New names:
## * `` -> ...1
## * `` -> ...2
## * `` -> ...3
## * `` -> ...4
## * `` -> ...5
## * ...
## Warning: NAs introduced by coercion

Loading in Silverblatt’s S&P 500 spreadsheet starting with the quarterly data.

## New names:
## * `` -> ...2
## * `` -> ...3
## * `` -> ...5
## * `` -> ...6
## * `` -> ...7

Now load in the estimates

## New names:
## * `` -> ...2
## * `` -> ...3
## * `` -> ...4
## * `` -> ...5
## * `` -> ...6
## * ...

Covid 19 Data

Get the Covid-19 data from JHU

## Rows: 919308 Columns: 15
## -- Column specification ------------------------------------------------------------------------------------------------
## Delimiter: ","
## chr  (8): province, country, type, iso2, iso3, combined_key, continent_name,...
## dbl  (6): lat, long, cases, uid, code3, population
## date (1): date
## 
## i Use `spec()` to retrieve the full column specification for this data.
## i Specify the column types or set `show_col_types = FALSE` to quiet this message.
## Downloading GitHub repo RamiKrispin/coronavirus@master
##   
  
  
v  checking for file 'C:\Users\Rainy\AppData\Local\Temp\RtmpKGACMd\remotes6c2c629e4226\RamiKrispin-coronavirus-b286a3c/DESCRIPTION' (582ms)
## 
  
  
  
-  preparing 'coronavirus': (3.8s)
##    checking DESCRIPTION meta-information ...
  
   checking DESCRIPTION meta-information ... 
  
v  checking DESCRIPTION meta-information
## 
  
  
  
-  checking for LF line-endings in source and make files and shell scripts (974ms)
## 
  
  
  
-  checking for empty or unneeded directories
## 
  
  
  
-  building 'coronavirus_0.3.32.tar.gz'
## 
  
   
## 
## Caught an warning!
## <simpleWarning: package 'coronavirus' is in use and will not be installed>
## `summarise()` has grouped output by 'country'. You can override using the
## `.groups` argument.

## Warning: Removed 3 row(s) containing missing values (geom_path).

Feature Extraction

With the raw data downloaded, some of the interesting features can be extracted. The first step is reconcile the time intervals. Some of the data is released monthly and some daily. I chose to interpolate all data to a daily interval. The first section of code adds the daily rows to the dataframe.

The code performs interpolation for continuous data or carries it forward for binary data like the recession indicators.

source("calcInterpolate.r")
df.data <- calcInterpolate(df.symbols)
## Warning in merge.xts(xtsData, get(df.symbols$string.symbol[idx])): NAs
## introduced by coercion

## Warning in merge.xts(xtsData, get(df.symbols$string.symbol[idx])): NAs
## introduced by coercion

## Warning in merge.xts(xtsData, get(df.symbols$string.symbol[idx])): NAs
## introduced by coercion

Truncate data

Create aggregate series

Some analysis requires that two or more series be combined. For example, normallizing debt by GDP to get a sense of the proportion of debt to the total economy helps understand the debt cycle.

Year over year, smoothed derivative, and log trends tend to smooth out seasonal variation. It gets used so often that I do this for every series downloaded.

source("calcFeatures.r")
lst.df <- calcFeatures(df.data, df.symbols)
## [1] "USREC has zero or negative values. Log series will be zero."
## [1] "GSFTX.Volume has zero or negative values. Log series will be zero."
## [1] "LFMIX.Volume has zero or negative values. Log series will be zero."
## [1] "LFMCX.Volume has zero or negative values. Log series will be zero."
## [1] "LFMAX.Volume has zero or negative values. Log series will be zero."
## [1] "LCSIX.Volume has zero or negative values. Log series will be zero."
## [1] "VBIRX.Volume has zero or negative values. Log series will be zero."
## [1] "VFSUX.Volume has zero or negative values. Log series will be zero."
## [1] "LTUIX.Volume has zero or negative values. Log series will be zero."
## [1] "PTTPX.Volume has zero or negative values. Log series will be zero."
## [1] "NERYX.Volume has zero or negative values. Log series will be zero."
## [1] "STIGX.Volume has zero or negative values. Log series will be zero."
## [1] "HLGAX.Volume has zero or negative values. Log series will be zero."
## [1] "FTRGX.Volume has zero or negative values. Log series will be zero."
## [1] "THIIX.Volume has zero or negative values. Log series will be zero."
## [1] "PTTRX.Volume has zero or negative values. Log series will be zero."
## [1] "BFIGX.Volume has zero or negative values. Log series will be zero."
## [1] "EIFAX.Volume has zero or negative values. Log series will be zero."
## [1] "ASDAX.Volume has zero or negative values. Log series will be zero."
## [1] "TRBUX.Volume has zero or negative values. Log series will be zero."
## [1] "PRVIX.Volume has zero or negative values. Log series will be zero."
## [1] "PRWCX.Volume has zero or negative values. Log series will be zero."
## [1] "ADOZX.Volume has zero or negative values. Log series will be zero."
## [1] "MERFX.Volume has zero or negative values. Log series will be zero."
## [1] "CMNIX.Volume has zero or negative values. Log series will be zero."
## [1] "CIHEX.Volume has zero or negative values. Log series will be zero."
## [1] "SRPSABSNNCB has zero or negative values. Log series will be zero."
## [1] "TNX.Volume has zero or negative values. Log series will be zero."
## [1] "CLF.Open has zero or negative values. Log series will be zero."
## [1] "CLF.Low has zero or negative values. Log series will be zero."
## [1] "CLF.Close has zero or negative values. Log series will be zero."
## [1] "CLF.Volume has zero or negative values. Log series will be zero."
## [1] "CLF.Adjusted has zero or negative values. Log series will be zero."
## [1] "DTB3 has zero or negative values. Log series will be zero."
## [1] "IRX.Open has zero or negative values. Log series will be zero."
## [1] "IRX.High has zero or negative values. Log series will be zero."
## [1] "IRX.Low has zero or negative values. Log series will be zero."
## [1] "IRX.Close has zero or negative values. Log series will be zero."
## [1] "IRX.Volume has zero or negative values. Log series will be zero."
## [1] "IRX.Adjusted has zero or negative values. Log series will be zero."
## [1] "DCOILWTICO has zero or negative values. Log series will be zero."
## [1] "FXAIX.Volume has zero or negative values. Log series will be zero."
## [1] "FTIHX.Volume has zero or negative values. Log series will be zero."
## [1] "MDIZX.Volume has zero or negative values. Log series will be zero."
## [1] "DODIX.Volume has zero or negative values. Log series will be zero."
## [1] "RLG.Volume has zero or negative values. Log series will be zero."
## [1] "STOXX50E.Volume has zero or negative values. Log series will be zero."
## [1] "GDPNOW has zero or negative values. Log series will be zero."
## [1] "W790RC1Q027SBEA has zero or negative values. Log series will be zero."
## [1] "VXX.Volume has zero or negative values. Log series will be zero."
## [1] "FYFSD has zero or negative values. Log series will be zero."
## [1] "FYFSGDA188S has zero or negative values. Log series will be zero."
## [1] "SOFR25 has zero or negative values. Log series will be zero."
## [1] "SOFR1 has zero or negative values. Log series will be zero."
## [1] "RPONTSYD has zero or negative values. Log series will be zero."
## [1] "BOPGTB has zero or negative values. Log series will be zero."
## [1] "EES.Volume has zero or negative values. Log series will be zero."
## [1] "VGSTX.Volume has zero or negative values. Log series will be zero."
## [1] "VFINX.Volume has zero or negative values. Log series will be zero."
## [1] "TMFGX.Volume has zero or negative values. Log series will be zero."
## [1] "FSMAX.Volume has zero or negative values. Log series will be zero."
## [1] "FXNAX.Volume has zero or negative values. Log series will be zero."
## [1] "HAINX.Volume has zero or negative values. Log series will be zero."
## [1] "HNACX.Volume has zero or negative values. Log series will be zero."
## [1] "VEIRX.Volume has zero or negative values. Log series will be zero."
## [1] "IVOO.Volume has zero or negative values. Log series will be zero."
## [1] "VO.Volume has zero or negative values. Log series will be zero."
## [1] "CZA.Volume has zero or negative values. Log series will be zero."
## [1] "SLY.Volume has zero or negative values. Log series will be zero."
## [1] "HYMB.Volume has zero or negative values. Log series will be zero."
## [1] "GOLD.Open has zero or negative values. Log series will be zero."
## [1] "GOLD.Volume has zero or negative values. Log series will be zero."
## [1] "BKR.Open has zero or negative values. Log series will be zero."
## [1] "BKR.Volume has zero or negative values. Log series will be zero."
## [1] "HAL.Open has zero or negative values. Log series will be zero."
## [1] "HAL.Volume has zero or negative values. Log series will be zero."
## [1] "IP.Open has zero or negative values. Log series will be zero."
## [1] "T.Open has zero or negative values. Log series will be zero."
## [1] "OPEARNINGSPERSHARE has zero or negative values. Log series will be zero."
## [1] "AREARNINGSPERSHARE has zero or negative values. Log series will be zero."
## [1] "OCCEquityVolume has zero or negative values. Log series will be zero."
## [1] "OCCNonEquityVolume has zero or negative values. Log series will be zero."
## [1] "BUSLOANS.minus.BUSLOANSNSA has zero or negative values. Log series will be zero."
## [1] "BUSLOANS.minus.BUSLOANSNSA.by.GDP has zero or negative values. Log series will be zero."
## [1] "EXPCH.minus.IMPCH has zero or negative values. Log series will be zero."
## [1] "EXPMX.minus.IMPMX has zero or negative values. Log series will be zero."
## [1] "SRPSABSNNCB.by.GDP has zero or negative values. Log series will be zero."
## [1] "DGS30TO10 has zero or negative values. Log series will be zero."
## [1] "DGS10TO1 has zero or negative values. Log series will be zero."
## [1] "DGS10TO2 has zero or negative values. Log series will be zero."
## [1] "DGS10TOTB3MS has zero or negative values. Log series will be zero."
## [1] "DGS10TODTB3 has zero or negative values. Log series will be zero."
## [1] "DCOILWTICO.by.PPIACO has zero or negative values. Log series will be zero."
## [1] "GSPC.DailySwing has zero or negative values. Log series will be zero."
df.data <- lst.df[[1]]
df.symbols <- lst.df[[2]]

Recession calculations

Summary calculations

These values are used below

Conclusion

In this worksheet a model predicting the onset of recession was built. From the model a trading rule was derived to allow backtesting. The model performed well and the trading rule backtesting showed that applying this in the post-WWII period would have resulted in an increase in returns. That is not too bad, but there are a few changes that would likely improve the model:

Market Conditions

#The model is predicting a `r paste(sprintf("%3.0f", tail(df.data$recession.initiation.smooth.avg,1)[[1]]*100), "%", sep="")` chance of recession in the next 12 months. :

#- P/E ratio of `r sprintf("%3.2f", tail(df.data$MULTPLSP500PERATIOMONTH,1))` compares to a historical mean value over the last decade of `r sprintf("%3.2f", df.data$MULTPLSP500PERATIOMONTH_Mean[1])`. Since 2008 recession P/E has only fallen below historical norm a few times. The current value is high, but well off the peaks. If earnings are +2-4% year-over-year then it is not unrealistic.
  • S&P 500 Volume, last updated on 2024-11-11, is flat over the last year and positive over the last month.

Unemployment

  • Headline unemployment (U-3) stands at 4.10% (last updated on 2024-10-01) which is near the 1-year average of 3.99% and rising with respect to the low in the last twelve months of 3.70%. Unlikely the rate will drop again.

  • Payrolls (BLS data, NSA) year-over-year stands at 1.07% which is above the 1-year average of 1.63% and falling with respect to the peak, in the last twelve months, of 1.97%.

  • Jobless claims (ICSA data) year-over-year stands at -2.15% (last updated on 2024-11-02) which is in-line with the 1-year average of -0.30% and below the peak, in the last twelve months, of 22.81%.
## Warning: Removed 1 rows containing missing values (geom_text).
## Warning: Removed 1 rows containing missing values (geom_hline).

Personal Income

  • Real personal income year over year growth stands at 1.98% (last updated on 2024-09-01). This is below the recent peak of 3.58%.

Yield Curve and Bond Market

  • The 10-year to 3-month yield stands at -0.12% (last updated on 2024-11-07). This is above the recent low of -1.45%. The trend is negative over the last year and negative over the last month.
## Warning: Removed 1 rows containing missing values (geom_text).
## Warning: Removed 1 rows containing missing values (geom_hline).

  • Auto sales flat?

Auxillary Series

I explored additional data series. The sections below have those data series along with comments.

Recent Highs

Print out the new 180 day high values

df.symbolsTrue <-
  df.symbols[df.symbols$'Max180' == TRUE, c("string.symbol", "string.description")]
df.symbolsTrue <-
  df.symbolsTrue[!(is.na(df.symbolsTrue$string.symbol)), ]
df.symbolsTrue <-
  df.symbolsTrue[!(df.symbolsTrue$string.symbol == 'USREC'), ]
#print(head(df.symbolsTrue,20))

kable(df.symbolsTrue, caption = "6-Month High") %>%
  kable_styling(bootstrap_options = c("striped", "hover"))  
6-Month High
string.symbol string.description
1 CPIAUCSL Consumer Price Index for All Urban Consumers: All Items
4 PCEPI Personal Consumption Expenditures: Chain-type Price Index
5 CCSA Continued Claims (Insured Unemployment)
7 NPPTTL Total Nonfarm Private Payroll Employment (ADP)
10 PAYNSA All Employees: Total Nonfarm Payrolls (NSA)
11 TABSHNO Households and nonprofit organizations; total assets, Level
12 HNONWPDPI Household Net Worth, percent Dispsable Income
14 RRSFS Real Retail and Food Services Sales
15 RSALES Real Retail Sales (DISCONTINUED)
16 W875RX1 Real personal income excluding current transfer receipts
17 RPI Real personal income
51 IMPCH U.S. Imports of Goods by Customs Basis from China (Monthly, NSA)
53 IMPMX U.S. Imports of Goods by Customs Basis from Mexico (Monthly, NSA)
56 HNFSUSNSA New One Family Houses for Sale in the United States (Monthly, NSA)
57 BUSLOANS Commercial and Industrial Loans, All Commercial Banks (Monthly, SA)
58 TOTCI Commercial and Industrial Loans, All Commercial Banks (Weekly, SA)
60 REALLNNSA Real Estate Loans, All Commercial Banks (Monthly, NSA)
62 RELACBW027NBOG Real Estate Loans, All Commercial Banks (Weekly, NSA)
64 RREACBM027NBOG Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Monthly, NSA)
65 RREACBM027SBOG Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Monthly, SA)
67 RREACBW027NBOG Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Weekly, NSA)
69 CONSUMERNSA Consumer Loans, All Commercial Banks
70 TOTLLNSA Loans and Leases in Bank Credit, All Commercial Banks
71 DPSACBW027SBOG Deposits, All Commercial Banks
72 DRCLACBS Delinquency Rate on Consumer Loans, All Commercial Banks, SA
74 SRPSABSNNCB Nonfinancial corporate business; security repurchase agreements; asset, Level (NSA)
75 ASTLL All sectors; total loans; liability, Level (NSA)
76 FBDILNECA Domestic financial sectors; depository institution loans n.e.c.; asset, Level (NSA)
77 ASOLAL All sectors; other loans and advances; liability, Level (NSA)
78 ASTMA All sectors; total mortgages; asset, Level (NSA)
79 ASHMA All sectors; home mortgages; asset, Level (NSA)
80 ASMRMA All sectors; multifamily residential mortgages; asset, Level (NSA)
81 ASCMA All sectors; commercial mortgages; asset, Level (NSA)
82 ASFMA All sectors; farm mortgages; asset, Level (NSA)
83 CCLBSHNO Households and nonprofit organizations; consumer credit; liability, Level (NSA)
84 FBDSILQ027S Domestic financial sectors debt securities; liability, Level (NSA)
85 FBLL Domestic financial sectors loans; liability, Level (NSA)
86 NCBDBIQ027S Nonfinancial corporate business; debt securities; liability, Level
98 NEWORDER Manufacturers’ New Orders: Nondefense Capital Goods Excluding Aircraft
110 GDP Gross Domestic Product
111 FNDEFX Federal Government: Nondefense Consumption Expenditures and Gross Investment (SA, Annual Rate)
112 FDEFX Federal Government: National Defense Consumption Expenditures and Gross Investment (SA, Annual Rate)
114 GDPC1 Real Gross Domestic Product
115 GDPDEF Gross Domestic Product: Implicit Price Deflator
119 GPDI Gross Private Domestic Investment
121 MZMV Velocity of MZM Money Stock
122 M1 M1 Money Stock
123 M2 M2 Money Stock
124 OPHNFB Nonfarm Business Sector: Real Output Per Hour of All Persons, SA
131 HOUST1F Privately Owned Housing Starts: 1-Unit Structures
132 GFDEBTN Federal Debt: Total Public Debt
136 MSPUS Median Sales Price of Houses Sold for the United States (NSA)
137 UMDMNO Manufacturers’ New Orders: Durable Goods (NSA)
140 GFDEGDQ188S Federal Debt: Total Public Debt as Percent of Gross Domestic Product
142 FYFSGDA188S Federal Surplus or Deficit [-] as Percent of Gross Domestic Product
164 IOER Interest Rate on Excess Reserves
166 EXCSRESNW Excess Reserves of Depository Institutions
167 ECBASSETS Central Bank Assets for Euro Area (11-19 Countries)
168 EUNNGDP Gross Domestic Product (Euro/ECU series) for Euro Area (19 Countries)
170 CURRENCY Currency Component of M1 (Seasonally Adjusted)
173 PRS88003193 Nonfinancial Corporations Sector: Unit Profits
176 POPTHM Population (U.S.)
177 POPTHM Population (U.S.)
182 RSAFS Advance Retail Sales: Retail and Food Services
185 TERMCBPER24NS Finance Rate on Personal Loans at Commercial Banks, 24 Month Loan
186 A065RC1A027NBEA Personal income (NSA)
187 PI Personal income (SA)
188 PCE Personal Consumption Expenditures (SA)
189 A053RC1Q027SBEA National income: Corporate profits before tax (without IVA and CCAdj)
190 CPROFIT Corporate Profits with Inventory Valuation Adjustment (IVA) and Capital Consumption Adjustment (CCAdj)
227 PETA103600001M U.S. Total Gasoline Retail Sales by Refiners, Monthly
228 PETA123600001M U.S. Regular Gasoline Retail Sales by Refiners, Monthly
229 PETA143B00001M U.S. Midgrade Gasoline Retail Sales by Refiners, Monthly
230 PETA133B00001M U.S. Premium Gasoline Bulk Sales (Volume) by Refiners, Monthly
234 BKRTotal Total Rig Count
235 BKRGas Gas Rig Count
236 BKROil Oil Rig Count
237 FARMINCOME Net Farm Income
238 OPEARNINGSPERSHARE Operating Earnings per Share
239 AREARNINGSPERSHARE As-Reported Earnings per Share
240 CASHDIVIDENDSPERSHR Cash Dividends per Share
241 SALESPERSHR Sales per Share
242 BOOKVALPERSHR Book value per Share
243 CAPEXPERSHR Cap ex per Share
244 PRICE Price
245 OPEARNINGSTTM TTM Operating Earnings
246 AREARNINGSTTM TTM Reported Earnings
247 FINRAMarginDebt Margin Debt
248 FINRAFreeCreditMargin Free Credit Balances in Customers’ Securities Margin Accounts
249 OCCEquityVolume Equity Options Volume
250 OCCNonEquityVolume Non-Equity Options Volume
251 RSALESAGG Real Retail and Food Services Sales (RRSFS and RSALES)
252 BUSLOANS.minus.BUSLOANSNSA Business Loans (Montlhy) SA - NSA
253 BUSLOANS.minus.BUSLOANSNSA.by.GDP Business Loans (Montlhy) SA - NSA divided by GDP
254 BUSLOANS.by.GDP Business Loans Normalized by GDP
258 TOTCI.by.GDP Business Loans (Weekly, SA) Normalized by GDP
264 PI.by.GDP Personal Income (SA) Normalized by GDP
267 CONSUMERNSA.by.GDP Consumer Loans Not Seasonally Adjusted divided by GDP
268 RREACBM027NBOG.by.GDP Residental Real Estate Loans (Monthly, NSA) divided by GDP
271 RREACBW027NBOG.by.GDP Residental Real Estate Loans (Weekly, NSA) divided by GDP
272 UMDMNO.by.GDP Durable Goods (Monthly, NSA) divided by GDP
277 CONSUMERNSA.INTEREST Consumer Loans (Not Seasonally Adjusted) Interest Burdens
278 CONSUMERNSA.INTEREST.by.GDP Consumer Loans (Not Seasonally Adjusted) Interest Burden Divided by GDP
279 TOTLNNSA Total Loans Not Seasonally Adjusted (BUSLOANS+REALLNSA+CONSUMERNSA)
280 TOTLNNSA.by.GDP Total Loans Not Seasonally Adjusted divided by GDP
292 ASFMA.by.ASTLL All sectors; total loans Divided by farm mortgages
298 ECBASSETS.by.EUNNGDP Central Bank Assets for Euro Area (11-19 Countries) Divided by GDP
311 GDP.by.GDPDEF Nominal GDP Normalized by GDP def
320 GSPC.Open.by.GDPDEF S&P 500 (^GSPC) Open divided by GDP deflator
321 GSPC.Close.by.GDPDEF S&P 500 (^GSPC) Close divided by GDP deflator
325 MSPUS.times.HNFSUSNSA New privately owned 1-family units for sale times median price
331 CPIAUCSL_Smooth Savitsky-Golay Smoothed (p=3, n=365) Consumer Price Index for All Urban Consumers: All Items
334 CPIAUCSL_Log Log of Consumer Price Index for All Urban Consumers: All Items
335 CPIAUCSL_mva365 Consumer Price Index for All Urban Consumers: All Items 365 Day MA
336 CPIAUCSL_mva200 Consumer Price Index for All Urban Consumers: All Items 200 Day MA
337 CPIAUCSL_mva050 Consumer Price Index for All Urban Consumers: All Items 50 Day MA
338 USREC_YoY NBER based Recession Indicators Year over Year
339 USREC_YoY4 NBER based Recession Indicators 4 Year over 4 Year
340 USREC_YoY5 NBER based Recession Indicators 5 Year over 5 Year
341 USREC_Smooth Savitsky-Golay Smoothed (p=3, n=365) NBER based Recession Indicators
342 USREC_Smooth.short Savitsky-Golay Smoothed (p=3, n=15) NBER based Recession Indicators
343 USREC_SmoothDer Derivative of Smoothed NBER based Recession Indicators
344 USREC_Log Log of NBER based Recession Indicators
345 USREC_mva365 NBER based Recession Indicators 365 Day MA
346 USREC_mva200 NBER based Recession Indicators 200 Day MA
347 USREC_mva050 NBER based Recession Indicators 50 Day MA
349 UNRATE_YoY4 Civilian Unemployment Rate U-3 4 Year over 4 Year
355 UNRATE_mva365 Civilian Unemployment Rate U-3 365 Day MA
356 UNRATE_mva200 Civilian Unemployment Rate U-3 200 Day MA
361 PCEPI_Smooth Savitsky-Golay Smoothed (p=3, n=365) Personal Consumption Expenditures: Chain-type Price Index
364 PCEPI_Log Log of Personal Consumption Expenditures: Chain-type Price Index
365 PCEPI_mva365 Personal Consumption Expenditures: Chain-type Price Index 365 Day MA
366 PCEPI_mva200 Personal Consumption Expenditures: Chain-type Price Index 200 Day MA
367 PCEPI_mva050 Personal Consumption Expenditures: Chain-type Price Index 50 Day MA
369 CCSA_YoY4 Continued Claims (Insured Unemployment) 4 Year over 4 Year
371 CCSA_Smooth Savitsky-Golay Smoothed (p=3, n=365) Continued Claims (Insured Unemployment)
373 CCSA_SmoothDer Derivative of Smoothed Continued Claims (Insured Unemployment)
374 CCSA_Log Log of Continued Claims (Insured Unemployment)
375 CCSA_mva365 Continued Claims (Insured Unemployment) 365 Day MA
376 CCSA_mva200 Continued Claims (Insured Unemployment) 200 Day MA
377 CCSA_mva050 Continued Claims (Insured Unemployment) 50 Day MA
379 CCNSA_YoY4 Continued Claims (Insured Unemployment, NSA) 4 Year over 4 Year
385 CCNSA_mva365 Continued Claims (Insured Unemployment, NSA) 365 Day MA
388 NPPTTL_YoY Total Nonfarm Private Payroll Employment (ADP) Year over Year
394 NPPTTL_Log Log of Total Nonfarm Private Payroll Employment (ADP)
395 NPPTTL_mva365 Total Nonfarm Private Payroll Employment (ADP) 365 Day MA
396 NPPTTL_mva200 Total Nonfarm Private Payroll Employment (ADP) 200 Day MA
397 NPPTTL_mva050 Total Nonfarm Private Payroll Employment (ADP) 50 Day MA
405 CEU0500000001_mva365 All Employees, Total Private (NSA) 365 Day MA
406 CEU0500000001_mva200 All Employees, Total Private (NSA) 200 Day MA
409 U6RATE_YoY4 Total unemployed + margin + part-time U-6 4 Year over 4 Year
410 U6RATE_YoY5 Total unemployed + margin + part-time U-6 5 Year over 5 Year
415 U6RATE_mva365 Total unemployed + margin + part-time U-6 365 Day MA
416 U6RATE_mva200 Total unemployed + margin + part-time U-6 200 Day MA
423 PAYNSA_SmoothDer Derivative of Smoothed All Employees: Total Nonfarm Payrolls (NSA)
424 PAYNSA_Log Log of All Employees: Total Nonfarm Payrolls (NSA)
425 PAYNSA_mva365 All Employees: Total Nonfarm Payrolls (NSA) 365 Day MA
426 PAYNSA_mva200 All Employees: Total Nonfarm Payrolls (NSA) 200 Day MA
427 PAYNSA_mva050 All Employees: Total Nonfarm Payrolls (NSA) 50 Day MA
431 TABSHNO_Smooth Savitsky-Golay Smoothed (p=3, n=365) Households and nonprofit organizations; total assets, Level
434 TABSHNO_Log Log of Households and nonprofit organizations; total assets, Level
435 TABSHNO_mva365 Households and nonprofit organizations; total assets, Level 365 Day MA
436 TABSHNO_mva200 Households and nonprofit organizations; total assets, Level 200 Day MA
437 TABSHNO_mva050 Households and nonprofit organizations; total assets, Level 50 Day MA
440 HNONWPDPI_YoY5 Household Net Worth, percent Dispsable Income 5 Year over 5 Year
441 HNONWPDPI_Smooth Savitsky-Golay Smoothed (p=3, n=365) Household Net Worth, percent Dispsable Income
444 HNONWPDPI_Log Log of Household Net Worth, percent Dispsable Income
445 HNONWPDPI_mva365 Household Net Worth, percent Dispsable Income 365 Day MA
446 HNONWPDPI_mva200 Household Net Worth, percent Dispsable Income 200 Day MA
447 HNONWPDPI_mva050 Household Net Worth, percent Dispsable Income 50 Day MA
463 RRSFS_SmoothDer Derivative of Smoothed Real Retail and Food Services Sales
464 RRSFS_Log Log of Real Retail and Food Services Sales
466 RRSFS_mva200 Real Retail and Food Services Sales 200 Day MA
467 RRSFS_mva050 Real Retail and Food Services Sales 50 Day MA
468 RSALES_YoY Real Retail Sales (DISCONTINUED) Year over Year
469 RSALES_YoY4 Real Retail Sales (DISCONTINUED) 4 Year over 4 Year
470 RSALES_YoY5 Real Retail Sales (DISCONTINUED) 5 Year over 5 Year
474 RSALES_Log Log of Real Retail Sales (DISCONTINUED)
475 RSALES_mva365 Real Retail Sales (DISCONTINUED) 365 Day MA
476 RSALES_mva200 Real Retail Sales (DISCONTINUED) 200 Day MA
477 RSALES_mva050 Real Retail Sales (DISCONTINUED) 50 Day MA
484 W875RX1_Log Log of Real personal income excluding current transfer receipts
485 W875RX1_mva365 Real personal income excluding current transfer receipts 365 Day MA
486 W875RX1_mva200 Real personal income excluding current transfer receipts 200 Day MA
487 W875RX1_mva050 Real personal income excluding current transfer receipts 50 Day MA
491 RPI_Smooth Savitsky-Golay Smoothed (p=3, n=365) Real personal income
494 RPI_Log Log of Real personal income
495 RPI_mva365 Real personal income 365 Day MA
496 RPI_mva200 Real personal income 200 Day MA
497 RPI_mva050 Real personal income 50 Day MA
505 PCOPPUSDM_mva365 Global price of Copper 365 Day MA
511 NOBL.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
515 NOBL.Open_mva365 365 Day MA
516 NOBL.Open_mva200 200 Day MA
521 NOBL.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
525 NOBL.High_mva365 365 Day MA
526 NOBL.High_mva200 200 Day MA
527 NOBL.High_mva050 50 Day MA
531 NOBL.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
535 NOBL.Low_mva365 365 Day MA
536 NOBL.Low_mva200 200 Day MA
541 NOBL.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
545 NOBL.Close_mva365 365 Day MA
546 NOBL.Close_mva200 200 Day MA
553 NOBL.Volume_SmoothDer Derivative of Smoothed
561 NOBL.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
565 NOBL.Adjusted_mva365 365 Day MA
566 NOBL.Adjusted_mva200 200 Day MA
567 NOBL.Adjusted_mva050 50 Day MA
568 SCHD.Open_YoY Year over Year
571 SCHD.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
572 SCHD.Open_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
574 SCHD.Open_Log Log of
575 SCHD.Open_mva365 365 Day MA
576 SCHD.Open_mva200 200 Day MA
577 SCHD.Open_mva050 50 Day MA
578 SCHD.High_YoY Year over Year
581 SCHD.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
582 SCHD.High_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
584 SCHD.High_Log Log of
585 SCHD.High_mva365 365 Day MA
586 SCHD.High_mva200 200 Day MA
587 SCHD.High_mva050 50 Day MA
588 SCHD.Low_YoY Year over Year
591 SCHD.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
592 SCHD.Low_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
594 SCHD.Low_Log Log of
595 SCHD.Low_mva365 365 Day MA
596 SCHD.Low_mva200 200 Day MA
597 SCHD.Low_mva050 50 Day MA
601 SCHD.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
602 SCHD.Close_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
604 SCHD.Close_Log Log of
605 SCHD.Close_mva365 365 Day MA
606 SCHD.Close_mva200 200 Day MA
607 SCHD.Close_mva050 50 Day MA
611 SCHD.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
613 SCHD.Volume_SmoothDer Derivative of Smoothed
617 SCHD.Volume_mva050 50 Day MA
621 SCHD.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
622 SCHD.Adjusted_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
624 SCHD.Adjusted_Log Log of
625 SCHD.Adjusted_mva365 365 Day MA
626 SCHD.Adjusted_mva200 200 Day MA
627 SCHD.Adjusted_mva050 50 Day MA
631 PFF.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
635 PFF.Open_mva365 365 Day MA
636 PFF.Open_mva200 200 Day MA
641 PFF.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
645 PFF.High_mva365 365 Day MA
646 PFF.High_mva200 200 Day MA
651 PFF.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
655 PFF.Low_mva365 365 Day MA
656 PFF.Low_mva200 200 Day MA
661 PFF.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
665 PFF.Close_mva365 365 Day MA
666 PFF.Close_mva200 200 Day MA
671 PFF.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
673 PFF.Volume_SmoothDer Derivative of Smoothed
681 PFF.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
685 PFF.Adjusted_mva365 365 Day MA
686 PFF.Adjusted_mva200 200 Day MA
691 HPI.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
695 HPI.Open_mva365 365 Day MA
696 HPI.Open_mva200 200 Day MA
701 HPI.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
705 HPI.High_mva365 365 Day MA
706 HPI.High_mva200 200 Day MA
711 HPI.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
715 HPI.Low_mva365 365 Day MA
716 HPI.Low_mva200 200 Day MA
721 HPI.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
725 HPI.Close_mva365 365 Day MA
726 HPI.Close_mva200 200 Day MA
733 HPI.Volume_SmoothDer Derivative of Smoothed
741 HPI.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
745 HPI.Adjusted_mva365 365 Day MA
746 HPI.Adjusted_mva200 200 Day MA
751 GSFTX.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
754 GSFTX.Open_Log Log of
755 GSFTX.Open_mva365 365 Day MA
756 GSFTX.Open_mva200 200 Day MA
757 GSFTX.Open_mva050 50 Day MA
761 GSFTX.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
764 GSFTX.High_Log Log of
765 GSFTX.High_mva365 365 Day MA
766 GSFTX.High_mva200 200 Day MA
767 GSFTX.High_mva050 50 Day MA
771 GSFTX.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
774 GSFTX.Low_Log Log of
775 GSFTX.Low_mva365 365 Day MA
776 GSFTX.Low_mva200 200 Day MA
777 GSFTX.Low_mva050 50 Day MA
781 GSFTX.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
784 GSFTX.Close_Log Log of
785 GSFTX.Close_mva365 365 Day MA
786 GSFTX.Close_mva200 200 Day MA
787 GSFTX.Close_mva050 50 Day MA
788 GSFTX.Volume_YoY Year over Year
789 GSFTX.Volume_YoY4 4 Year over 4 Year
790 GSFTX.Volume_YoY5 5 Year over 5 Year
791 GSFTX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
792 GSFTX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
793 GSFTX.Volume_SmoothDer Derivative of Smoothed
794 GSFTX.Volume_Log Log of
795 GSFTX.Volume_mva365 365 Day MA
796 GSFTX.Volume_mva200 200 Day MA
797 GSFTX.Volume_mva050 50 Day MA
801 GSFTX.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
804 GSFTX.Adjusted_Log Log of
805 GSFTX.Adjusted_mva365 365 Day MA
806 GSFTX.Adjusted_mva200 200 Day MA
807 GSFTX.Adjusted_mva050 50 Day MA
848 LFMIX.Volume_YoY Year over Year
849 LFMIX.Volume_YoY4 4 Year over 4 Year
850 LFMIX.Volume_YoY5 5 Year over 5 Year
851 LFMIX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
852 LFMIX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
853 LFMIX.Volume_SmoothDer Derivative of Smoothed
854 LFMIX.Volume_Log Log of
855 LFMIX.Volume_mva365 365 Day MA
856 LFMIX.Volume_mva200 200 Day MA
857 LFMIX.Volume_mva050 50 Day MA
908 LFMCX.Volume_YoY Year over Year
909 LFMCX.Volume_YoY4 4 Year over 4 Year
910 LFMCX.Volume_YoY5 5 Year over 5 Year
911 LFMCX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
912 LFMCX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
913 LFMCX.Volume_SmoothDer Derivative of Smoothed
914 LFMCX.Volume_Log Log of
915 LFMCX.Volume_mva365 365 Day MA
916 LFMCX.Volume_mva200 200 Day MA
917 LFMCX.Volume_mva050 50 Day MA
968 LFMAX.Volume_YoY Year over Year
969 LFMAX.Volume_YoY4 4 Year over 4 Year
970 LFMAX.Volume_YoY5 5 Year over 5 Year
971 LFMAX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
972 LFMAX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
973 LFMAX.Volume_SmoothDer Derivative of Smoothed
974 LFMAX.Volume_Log Log of
975 LFMAX.Volume_mva365 365 Day MA
976 LFMAX.Volume_mva200 200 Day MA
977 LFMAX.Volume_mva050 50 Day MA
1028 LCSIX.Volume_YoY Year over Year
1029 LCSIX.Volume_YoY4 4 Year over 4 Year
1030 LCSIX.Volume_YoY5 5 Year over 5 Year
1031 LCSIX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1032 LCSIX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
1033 LCSIX.Volume_SmoothDer Derivative of Smoothed
1034 LCSIX.Volume_Log Log of
1035 LCSIX.Volume_mva365 365 Day MA
1036 LCSIX.Volume_mva200 200 Day MA
1037 LCSIX.Volume_mva050 50 Day MA
1051 BSV.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1053 BSV.Open_SmoothDer Derivative of Smoothed
1055 BSV.Open_mva365 365 Day MA
1056 BSV.Open_mva200 200 Day MA
1061 BSV.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1063 BSV.High_SmoothDer Derivative of Smoothed
1065 BSV.High_mva365 365 Day MA
1066 BSV.High_mva200 200 Day MA
1071 BSV.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1073 BSV.Low_SmoothDer Derivative of Smoothed
1075 BSV.Low_mva365 365 Day MA
1076 BSV.Low_mva200 200 Day MA
1081 BSV.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1083 BSV.Close_SmoothDer Derivative of Smoothed
1085 BSV.Close_mva365 365 Day MA
1086 BSV.Close_mva200 200 Day MA
1101 BSV.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1103 BSV.Adjusted_SmoothDer Derivative of Smoothed
1105 BSV.Adjusted_mva365 365 Day MA
1106 BSV.Adjusted_mva200 200 Day MA
1111 VBIRX.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1113 VBIRX.Open_SmoothDer Derivative of Smoothed
1115 VBIRX.Open_mva365 365 Day MA
1116 VBIRX.Open_mva200 200 Day MA
1121 VBIRX.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1123 VBIRX.High_SmoothDer Derivative of Smoothed
1125 VBIRX.High_mva365 365 Day MA
1126 VBIRX.High_mva200 200 Day MA
1131 VBIRX.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1133 VBIRX.Low_SmoothDer Derivative of Smoothed
1135 VBIRX.Low_mva365 365 Day MA
1136 VBIRX.Low_mva200 200 Day MA
1141 VBIRX.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1143 VBIRX.Close_SmoothDer Derivative of Smoothed
1145 VBIRX.Close_mva365 365 Day MA
1146 VBIRX.Close_mva200 200 Day MA
1148 VBIRX.Volume_YoY Year over Year
1149 VBIRX.Volume_YoY4 4 Year over 4 Year
1150 VBIRX.Volume_YoY5 5 Year over 5 Year
1151 VBIRX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1152 VBIRX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
1153 VBIRX.Volume_SmoothDer Derivative of Smoothed
1154 VBIRX.Volume_Log Log of
1155 VBIRX.Volume_mva365 365 Day MA
1156 VBIRX.Volume_mva200 200 Day MA
1157 VBIRX.Volume_mva050 50 Day MA
1161 VBIRX.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1163 VBIRX.Adjusted_SmoothDer Derivative of Smoothed
1165 VBIRX.Adjusted_mva365 365 Day MA
1166 VBIRX.Adjusted_mva200 200 Day MA
1171 BIV.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1175 BIV.Open_mva365 365 Day MA
1176 BIV.Open_mva200 200 Day MA
1181 BIV.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1185 BIV.High_mva365 365 Day MA
1186 BIV.High_mva200 200 Day MA
1191 BIV.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1195 BIV.Low_mva365 365 Day MA
1196 BIV.Low_mva200 200 Day MA
1201 BIV.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1205 BIV.Close_mva365 365 Day MA
1206 BIV.Close_mva200 200 Day MA
1211 BIV.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1213 BIV.Volume_SmoothDer Derivative of Smoothed
1217 BIV.Volume_mva050 50 Day MA
1221 BIV.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1225 BIV.Adjusted_mva365 365 Day MA
1226 BIV.Adjusted_mva200 200 Day MA
1231 VFSUX.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1235 VFSUX.Open_mva365 365 Day MA
1236 VFSUX.Open_mva200 200 Day MA
1241 VFSUX.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1245 VFSUX.High_mva365 365 Day MA
1246 VFSUX.High_mva200 200 Day MA
1251 VFSUX.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1255 VFSUX.Low_mva365 365 Day MA
1256 VFSUX.Low_mva200 200 Day MA
1261 VFSUX.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1265 VFSUX.Close_mva365 365 Day MA
1266 VFSUX.Close_mva200 200 Day MA
1268 VFSUX.Volume_YoY Year over Year
1269 VFSUX.Volume_YoY4 4 Year over 4 Year
1270 VFSUX.Volume_YoY5 5 Year over 5 Year
1271 VFSUX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1272 VFSUX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
1273 VFSUX.Volume_SmoothDer Derivative of Smoothed
1274 VFSUX.Volume_Log Log of
1275 VFSUX.Volume_mva365 365 Day MA
1276 VFSUX.Volume_mva200 200 Day MA
1277 VFSUX.Volume_mva050 50 Day MA
1281 VFSUX.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1285 VFSUX.Adjusted_mva365 365 Day MA
1286 VFSUX.Adjusted_mva200 200 Day MA
1291 LTUIX.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1295 LTUIX.Open_mva365 365 Day MA
1296 LTUIX.Open_mva200 200 Day MA
1301 LTUIX.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1305 LTUIX.High_mva365 365 Day MA
1306 LTUIX.High_mva200 200 Day MA
1311 LTUIX.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1315 LTUIX.Low_mva365 365 Day MA
1316 LTUIX.Low_mva200 200 Day MA
1321 LTUIX.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1325 LTUIX.Close_mva365 365 Day MA
1326 LTUIX.Close_mva200 200 Day MA
1328 LTUIX.Volume_YoY Year over Year
1329 LTUIX.Volume_YoY4 4 Year over 4 Year
1330 LTUIX.Volume_YoY5 5 Year over 5 Year
1331 LTUIX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1332 LTUIX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
1333 LTUIX.Volume_SmoothDer Derivative of Smoothed
1334 LTUIX.Volume_Log Log of
1335 LTUIX.Volume_mva365 365 Day MA
1336 LTUIX.Volume_mva200 200 Day MA
1337 LTUIX.Volume_mva050 50 Day MA
1341 LTUIX.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1345 LTUIX.Adjusted_mva365 365 Day MA
1346 LTUIX.Adjusted_mva200 200 Day MA
1351 PTTPX.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1355 PTTPX.Open_mva365 365 Day MA
1356 PTTPX.Open_mva200 200 Day MA
1361 PTTPX.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1365 PTTPX.High_mva365 365 Day MA
1366 PTTPX.High_mva200 200 Day MA
1371 PTTPX.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1375 PTTPX.Low_mva365 365 Day MA
1376 PTTPX.Low_mva200 200 Day MA
1381 PTTPX.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1385 PTTPX.Close_mva365 365 Day MA
1386 PTTPX.Close_mva200 200 Day MA
1388 PTTPX.Volume_YoY Year over Year
1389 PTTPX.Volume_YoY4 4 Year over 4 Year
1390 PTTPX.Volume_YoY5 5 Year over 5 Year
1391 PTTPX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1392 PTTPX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
1393 PTTPX.Volume_SmoothDer Derivative of Smoothed
1394 PTTPX.Volume_Log Log of
1395 PTTPX.Volume_mva365 365 Day MA
1396 PTTPX.Volume_mva200 200 Day MA
1397 PTTPX.Volume_mva050 50 Day MA
1401 PTTPX.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1405 PTTPX.Adjusted_mva365 365 Day MA
1406 PTTPX.Adjusted_mva200 200 Day MA
1411 NERYX.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1415 NERYX.Open_mva365 365 Day MA
1416 NERYX.Open_mva200 200 Day MA
1421 NERYX.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1425 NERYX.High_mva365 365 Day MA
1426 NERYX.High_mva200 200 Day MA
1431 NERYX.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1435 NERYX.Low_mva365 365 Day MA
1436 NERYX.Low_mva200 200 Day MA
1441 NERYX.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1445 NERYX.Close_mva365 365 Day MA
1446 NERYX.Close_mva200 200 Day MA
1448 NERYX.Volume_YoY Year over Year
1449 NERYX.Volume_YoY4 4 Year over 4 Year
1450 NERYX.Volume_YoY5 5 Year over 5 Year
1451 NERYX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1452 NERYX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
1453 NERYX.Volume_SmoothDer Derivative of Smoothed
1454 NERYX.Volume_Log Log of
1455 NERYX.Volume_mva365 365 Day MA
1456 NERYX.Volume_mva200 200 Day MA
1457 NERYX.Volume_mva050 50 Day MA
1461 NERYX.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1465 NERYX.Adjusted_mva365 365 Day MA
1466 NERYX.Adjusted_mva200 200 Day MA
1471 STIGX.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1475 STIGX.Open_mva365 365 Day MA
1476 STIGX.Open_mva200 200 Day MA
1481 STIGX.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1485 STIGX.High_mva365 365 Day MA
1486 STIGX.High_mva200 200 Day MA
1491 STIGX.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1495 STIGX.Low_mva365 365 Day MA
1496 STIGX.Low_mva200 200 Day MA
1501 STIGX.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1505 STIGX.Close_mva365 365 Day MA
1506 STIGX.Close_mva200 200 Day MA
1508 STIGX.Volume_YoY Year over Year
1509 STIGX.Volume_YoY4 4 Year over 4 Year
1510 STIGX.Volume_YoY5 5 Year over 5 Year
1511 STIGX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1512 STIGX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
1513 STIGX.Volume_SmoothDer Derivative of Smoothed
1514 STIGX.Volume_Log Log of
1515 STIGX.Volume_mva365 365 Day MA
1516 STIGX.Volume_mva200 200 Day MA
1517 STIGX.Volume_mva050 50 Day MA
1521 STIGX.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1525 STIGX.Adjusted_mva365 365 Day MA
1526 STIGX.Adjusted_mva200 200 Day MA
1531 HLGAX.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1535 HLGAX.Open_mva365 365 Day MA
1536 HLGAX.Open_mva200 200 Day MA
1541 HLGAX.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1545 HLGAX.High_mva365 365 Day MA
1546 HLGAX.High_mva200 200 Day MA
1551 HLGAX.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1555 HLGAX.Low_mva365 365 Day MA
1556 HLGAX.Low_mva200 200 Day MA
1561 HLGAX.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1565 HLGAX.Close_mva365 365 Day MA
1566 HLGAX.Close_mva200 200 Day MA
1568 HLGAX.Volume_YoY Year over Year
1569 HLGAX.Volume_YoY4 4 Year over 4 Year
1570 HLGAX.Volume_YoY5 5 Year over 5 Year
1571 HLGAX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1572 HLGAX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
1573 HLGAX.Volume_SmoothDer Derivative of Smoothed
1574 HLGAX.Volume_Log Log of
1575 HLGAX.Volume_mva365 365 Day MA
1576 HLGAX.Volume_mva200 200 Day MA
1577 HLGAX.Volume_mva050 50 Day MA
1581 HLGAX.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1585 HLGAX.Adjusted_mva365 365 Day MA
1586 HLGAX.Adjusted_mva200 200 Day MA
1591 FTRGX.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1595 FTRGX.Open_mva365 365 Day MA
1596 FTRGX.Open_mva200 200 Day MA
1601 FTRGX.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1605 FTRGX.High_mva365 365 Day MA
1606 FTRGX.High_mva200 200 Day MA
1611 FTRGX.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1615 FTRGX.Low_mva365 365 Day MA
1616 FTRGX.Low_mva200 200 Day MA
1621 FTRGX.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1625 FTRGX.Close_mva365 365 Day MA
1626 FTRGX.Close_mva200 200 Day MA
1628 FTRGX.Volume_YoY Year over Year
1629 FTRGX.Volume_YoY4 4 Year over 4 Year
1630 FTRGX.Volume_YoY5 5 Year over 5 Year
1631 FTRGX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1632 FTRGX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
1633 FTRGX.Volume_SmoothDer Derivative of Smoothed
1634 FTRGX.Volume_Log Log of
1635 FTRGX.Volume_mva365 365 Day MA
1636 FTRGX.Volume_mva200 200 Day MA
1637 FTRGX.Volume_mva050 50 Day MA
1641 FTRGX.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1645 FTRGX.Adjusted_mva365 365 Day MA
1646 FTRGX.Adjusted_mva200 200 Day MA
1651 THIIX.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1655 THIIX.Open_mva365 365 Day MA
1656 THIIX.Open_mva200 200 Day MA
1661 THIIX.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1665 THIIX.High_mva365 365 Day MA
1666 THIIX.High_mva200 200 Day MA
1671 THIIX.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1675 THIIX.Low_mva365 365 Day MA
1676 THIIX.Low_mva200 200 Day MA
1681 THIIX.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1685 THIIX.Close_mva365 365 Day MA
1686 THIIX.Close_mva200 200 Day MA
1688 THIIX.Volume_YoY Year over Year
1689 THIIX.Volume_YoY4 4 Year over 4 Year
1690 THIIX.Volume_YoY5 5 Year over 5 Year
1691 THIIX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1692 THIIX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
1693 THIIX.Volume_SmoothDer Derivative of Smoothed
1694 THIIX.Volume_Log Log of
1695 THIIX.Volume_mva365 365 Day MA
1696 THIIX.Volume_mva200 200 Day MA
1697 THIIX.Volume_mva050 50 Day MA
1701 THIIX.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1705 THIIX.Adjusted_mva365 365 Day MA
1706 THIIX.Adjusted_mva200 200 Day MA
1711 PTTRX.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1715 PTTRX.Open_mva365 365 Day MA
1716 PTTRX.Open_mva200 200 Day MA
1721 PTTRX.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1725 PTTRX.High_mva365 365 Day MA
1726 PTTRX.High_mva200 200 Day MA
1731 PTTRX.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1735 PTTRX.Low_mva365 365 Day MA
1736 PTTRX.Low_mva200 200 Day MA
1741 PTTRX.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1745 PTTRX.Close_mva365 365 Day MA
1746 PTTRX.Close_mva200 200 Day MA
1748 PTTRX.Volume_YoY Year over Year
1749 PTTRX.Volume_YoY4 4 Year over 4 Year
1750 PTTRX.Volume_YoY5 5 Year over 5 Year
1751 PTTRX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1752 PTTRX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
1753 PTTRX.Volume_SmoothDer Derivative of Smoothed
1754 PTTRX.Volume_Log Log of
1755 PTTRX.Volume_mva365 365 Day MA
1756 PTTRX.Volume_mva200 200 Day MA
1757 PTTRX.Volume_mva050 50 Day MA
1761 PTTRX.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1765 PTTRX.Adjusted_mva365 365 Day MA
1766 PTTRX.Adjusted_mva200 200 Day MA
1771 BFIGX.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1773 BFIGX.Open_SmoothDer Derivative of Smoothed
1775 BFIGX.Open_mva365 365 Day MA
1776 BFIGX.Open_mva200 200 Day MA
1781 BFIGX.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1783 BFIGX.High_SmoothDer Derivative of Smoothed
1785 BFIGX.High_mva365 365 Day MA
1786 BFIGX.High_mva200 200 Day MA
1791 BFIGX.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1793 BFIGX.Low_SmoothDer Derivative of Smoothed
1795 BFIGX.Low_mva365 365 Day MA
1796 BFIGX.Low_mva200 200 Day MA
1801 BFIGX.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1803 BFIGX.Close_SmoothDer Derivative of Smoothed
1805 BFIGX.Close_mva365 365 Day MA
1806 BFIGX.Close_mva200 200 Day MA
1808 BFIGX.Volume_YoY Year over Year
1809 BFIGX.Volume_YoY4 4 Year over 4 Year
1810 BFIGX.Volume_YoY5 5 Year over 5 Year
1811 BFIGX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1812 BFIGX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
1813 BFIGX.Volume_SmoothDer Derivative of Smoothed
1814 BFIGX.Volume_Log Log of
1815 BFIGX.Volume_mva365 365 Day MA
1816 BFIGX.Volume_mva200 200 Day MA
1817 BFIGX.Volume_mva050 50 Day MA
1821 BFIGX.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1825 BFIGX.Adjusted_mva365 365 Day MA
1826 BFIGX.Adjusted_mva200 200 Day MA
1828 VTWO.Open_YoY Year over Year
1831 VTWO.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1832 VTWO.Open_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
1834 VTWO.Open_Log Log of
1835 VTWO.Open_mva365 365 Day MA
1836 VTWO.Open_mva200 200 Day MA
1837 VTWO.Open_mva050 50 Day MA
1838 VTWO.High_YoY Year over Year
1840 VTWO.High_YoY5 5 Year over 5 Year
1841 VTWO.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1842 VTWO.High_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
1844 VTWO.High_Log Log of
1845 VTWO.High_mva365 365 Day MA
1846 VTWO.High_mva200 200 Day MA
1847 VTWO.High_mva050 50 Day MA
1848 VTWO.Low_YoY Year over Year
1850 VTWO.Low_YoY5 5 Year over 5 Year
1851 VTWO.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1852 VTWO.Low_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
1854 VTWO.Low_Log Log of
1855 VTWO.Low_mva365 365 Day MA
1856 VTWO.Low_mva200 200 Day MA
1857 VTWO.Low_mva050 50 Day MA
1858 VTWO.Close_YoY Year over Year
1860 VTWO.Close_YoY5 5 Year over 5 Year
1861 VTWO.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1862 VTWO.Close_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
1864 VTWO.Close_Log Log of
1865 VTWO.Close_mva365 365 Day MA
1866 VTWO.Close_mva200 200 Day MA
1867 VTWO.Close_mva050 50 Day MA
1873 VTWO.Volume_SmoothDer Derivative of Smoothed
1878 VTWO.Adjusted_YoY Year over Year
1880 VTWO.Adjusted_YoY5 5 Year over 5 Year
1881 VTWO.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1882 VTWO.Adjusted_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
1884 VTWO.Adjusted_Log Log of
1885 VTWO.Adjusted_mva365 365 Day MA
1886 VTWO.Adjusted_mva200 200 Day MA
1887 VTWO.Adjusted_mva050 50 Day MA
1895 EIFAX.Open_mva365 365 Day MA
1905 EIFAX.High_mva365 365 Day MA
1915 EIFAX.Low_mva365 365 Day MA
1925 EIFAX.Close_mva365 365 Day MA
1928 EIFAX.Volume_YoY Year over Year
1929 EIFAX.Volume_YoY4 4 Year over 4 Year
1930 EIFAX.Volume_YoY5 5 Year over 5 Year
1931 EIFAX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1932 EIFAX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
1933 EIFAX.Volume_SmoothDer Derivative of Smoothed
1934 EIFAX.Volume_Log Log of
1935 EIFAX.Volume_mva365 365 Day MA
1936 EIFAX.Volume_mva200 200 Day MA
1937 EIFAX.Volume_mva050 50 Day MA
1941 EIFAX.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1942 EIFAX.Adjusted_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
1944 EIFAX.Adjusted_Log Log of
1945 EIFAX.Adjusted_mva365 365 Day MA
1946 EIFAX.Adjusted_mva200 200 Day MA
1947 EIFAX.Adjusted_mva050 50 Day MA
1951 ASDAX.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1955 ASDAX.Open_mva365 365 Day MA
1956 ASDAX.Open_mva200 200 Day MA
1961 ASDAX.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1965 ASDAX.High_mva365 365 Day MA
1966 ASDAX.High_mva200 200 Day MA
1971 ASDAX.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1975 ASDAX.Low_mva365 365 Day MA
1976 ASDAX.Low_mva200 200 Day MA
1981 ASDAX.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1985 ASDAX.Close_mva365 365 Day MA
1986 ASDAX.Close_mva200 200 Day MA
1988 ASDAX.Volume_YoY Year over Year
1989 ASDAX.Volume_YoY4 4 Year over 4 Year
1990 ASDAX.Volume_YoY5 5 Year over 5 Year
1991 ASDAX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
1992 ASDAX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
1993 ASDAX.Volume_SmoothDer Derivative of Smoothed
1994 ASDAX.Volume_Log Log of
1995 ASDAX.Volume_mva365 365 Day MA
1996 ASDAX.Volume_mva200 200 Day MA
1997 ASDAX.Volume_mva050 50 Day MA
2001 ASDAX.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2005 ASDAX.Adjusted_mva365 365 Day MA
2006 ASDAX.Adjusted_mva200 200 Day MA
2011 TRBUX.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2015 TRBUX.Open_mva365 365 Day MA
2016 TRBUX.Open_mva200 200 Day MA
2021 TRBUX.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2025 TRBUX.High_mva365 365 Day MA
2026 TRBUX.High_mva200 200 Day MA
2031 TRBUX.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2035 TRBUX.Low_mva365 365 Day MA
2036 TRBUX.Low_mva200 200 Day MA
2041 TRBUX.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2045 TRBUX.Close_mva365 365 Day MA
2046 TRBUX.Close_mva200 200 Day MA
2048 TRBUX.Volume_YoY Year over Year
2049 TRBUX.Volume_YoY4 4 Year over 4 Year
2050 TRBUX.Volume_YoY5 5 Year over 5 Year
2051 TRBUX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2052 TRBUX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
2053 TRBUX.Volume_SmoothDer Derivative of Smoothed
2054 TRBUX.Volume_Log Log of
2055 TRBUX.Volume_mva365 365 Day MA
2056 TRBUX.Volume_mva200 200 Day MA
2057 TRBUX.Volume_mva050 50 Day MA
2061 TRBUX.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2065 TRBUX.Adjusted_mva365 365 Day MA
2066 TRBUX.Adjusted_mva200 200 Day MA
2068 PRVIX.Open_YoY Year over Year
2070 PRVIX.Open_YoY5 5 Year over 5 Year
2071 PRVIX.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2072 PRVIX.Open_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
2074 PRVIX.Open_Log Log of
2075 PRVIX.Open_mva365 365 Day MA
2076 PRVIX.Open_mva200 200 Day MA
2077 PRVIX.Open_mva050 50 Day MA
2078 PRVIX.High_YoY Year over Year
2080 PRVIX.High_YoY5 5 Year over 5 Year
2081 PRVIX.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2082 PRVIX.High_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
2084 PRVIX.High_Log Log of
2085 PRVIX.High_mva365 365 Day MA
2086 PRVIX.High_mva200 200 Day MA
2087 PRVIX.High_mva050 50 Day MA
2088 PRVIX.Low_YoY Year over Year
2090 PRVIX.Low_YoY5 5 Year over 5 Year
2091 PRVIX.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2092 PRVIX.Low_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
2094 PRVIX.Low_Log Log of
2095 PRVIX.Low_mva365 365 Day MA
2096 PRVIX.Low_mva200 200 Day MA
2097 PRVIX.Low_mva050 50 Day MA
2098 PRVIX.Close_YoY Year over Year
2100 PRVIX.Close_YoY5 5 Year over 5 Year
2101 PRVIX.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2102 PRVIX.Close_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
2104 PRVIX.Close_Log Log of
2105 PRVIX.Close_mva365 365 Day MA
2106 PRVIX.Close_mva200 200 Day MA
2107 PRVIX.Close_mva050 50 Day MA
2108 PRVIX.Volume_YoY Year over Year
2109 PRVIX.Volume_YoY4 4 Year over 4 Year
2110 PRVIX.Volume_YoY5 5 Year over 5 Year
2111 PRVIX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2112 PRVIX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
2113 PRVIX.Volume_SmoothDer Derivative of Smoothed
2114 PRVIX.Volume_Log Log of
2115 PRVIX.Volume_mva365 365 Day MA
2116 PRVIX.Volume_mva200 200 Day MA
2117 PRVIX.Volume_mva050 50 Day MA
2118 PRVIX.Adjusted_YoY Year over Year
2120 PRVIX.Adjusted_YoY5 5 Year over 5 Year
2121 PRVIX.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2122 PRVIX.Adjusted_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
2124 PRVIX.Adjusted_Log Log of
2125 PRVIX.Adjusted_mva365 365 Day MA
2126 PRVIX.Adjusted_mva200 200 Day MA
2127 PRVIX.Adjusted_mva050 50 Day MA
2131 PRWCX.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2135 PRWCX.Open_mva365 365 Day MA
2136 PRWCX.Open_mva200 200 Day MA
2137 PRWCX.Open_mva050 50 Day MA
2141 PRWCX.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2145 PRWCX.High_mva365 365 Day MA
2146 PRWCX.High_mva200 200 Day MA
2147 PRWCX.High_mva050 50 Day MA
2151 PRWCX.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2155 PRWCX.Low_mva365 365 Day MA
2156 PRWCX.Low_mva200 200 Day MA
2157 PRWCX.Low_mva050 50 Day MA
2161 PRWCX.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2165 PRWCX.Close_mva365 365 Day MA
2166 PRWCX.Close_mva200 200 Day MA
2167 PRWCX.Close_mva050 50 Day MA
2168 PRWCX.Volume_YoY Year over Year
2169 PRWCX.Volume_YoY4 4 Year over 4 Year
2170 PRWCX.Volume_YoY5 5 Year over 5 Year
2171 PRWCX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2172 PRWCX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
2173 PRWCX.Volume_SmoothDer Derivative of Smoothed
2174 PRWCX.Volume_Log Log of
2175 PRWCX.Volume_mva365 365 Day MA
2176 PRWCX.Volume_mva200 200 Day MA
2177 PRWCX.Volume_mva050 50 Day MA
2181 PRWCX.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2185 PRWCX.Adjusted_mva365 365 Day MA
2186 PRWCX.Adjusted_mva200 200 Day MA
2187 PRWCX.Adjusted_mva050 50 Day MA
2191 ADOZX.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2192 ADOZX.Open_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
2195 ADOZX.Open_mva365 365 Day MA
2196 ADOZX.Open_mva200 200 Day MA
2197 ADOZX.Open_mva050 50 Day MA
2201 ADOZX.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2202 ADOZX.High_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
2205 ADOZX.High_mva365 365 Day MA
2206 ADOZX.High_mva200 200 Day MA
2207 ADOZX.High_mva050 50 Day MA
2211 ADOZX.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2212 ADOZX.Low_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
2215 ADOZX.Low_mva365 365 Day MA
2216 ADOZX.Low_mva200 200 Day MA
2217 ADOZX.Low_mva050 50 Day MA
2221 ADOZX.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2222 ADOZX.Close_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
2225 ADOZX.Close_mva365 365 Day MA
2226 ADOZX.Close_mva200 200 Day MA
2227 ADOZX.Close_mva050 50 Day MA
2228 ADOZX.Volume_YoY Year over Year
2229 ADOZX.Volume_YoY4 4 Year over 4 Year
2230 ADOZX.Volume_YoY5 5 Year over 5 Year
2231 ADOZX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2232 ADOZX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
2233 ADOZX.Volume_SmoothDer Derivative of Smoothed
2234 ADOZX.Volume_Log Log of
2235 ADOZX.Volume_mva365 365 Day MA
2236 ADOZX.Volume_mva200 200 Day MA
2237 ADOZX.Volume_mva050 50 Day MA
2241 ADOZX.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2242 ADOZX.Adjusted_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
2245 ADOZX.Adjusted_mva365 365 Day MA
2246 ADOZX.Adjusted_mva200 200 Day MA
2247 ADOZX.Adjusted_mva050 50 Day MA
2251 MERFX.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2253 MERFX.Open_SmoothDer Derivative of Smoothed
2255 MERFX.Open_mva365 365 Day MA
2256 MERFX.Open_mva200 200 Day MA
2257 MERFX.Open_mva050 50 Day MA
2261 MERFX.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2263 MERFX.High_SmoothDer Derivative of Smoothed
2265 MERFX.High_mva365 365 Day MA
2266 MERFX.High_mva200 200 Day MA
2267 MERFX.High_mva050 50 Day MA
2271 MERFX.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2273 MERFX.Low_SmoothDer Derivative of Smoothed
2275 MERFX.Low_mva365 365 Day MA
2276 MERFX.Low_mva200 200 Day MA
2277 MERFX.Low_mva050 50 Day MA
2281 MERFX.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2283 MERFX.Close_SmoothDer Derivative of Smoothed
2285 MERFX.Close_mva365 365 Day MA
2286 MERFX.Close_mva200 200 Day MA
2287 MERFX.Close_mva050 50 Day MA
2288 MERFX.Volume_YoY Year over Year
2289 MERFX.Volume_YoY4 4 Year over 4 Year
2290 MERFX.Volume_YoY5 5 Year over 5 Year
2291 MERFX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2292 MERFX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
2293 MERFX.Volume_SmoothDer Derivative of Smoothed
2294 MERFX.Volume_Log Log of
2295 MERFX.Volume_mva365 365 Day MA
2296 MERFX.Volume_mva200 200 Day MA
2297 MERFX.Volume_mva050 50 Day MA
2301 MERFX.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2303 MERFX.Adjusted_SmoothDer Derivative of Smoothed
2305 MERFX.Adjusted_mva365 365 Day MA
2306 MERFX.Adjusted_mva200 200 Day MA
2307 MERFX.Adjusted_mva050 50 Day MA
2312 CMNIX.Open_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
2313 CMNIX.Open_SmoothDer Derivative of Smoothed
2314 CMNIX.Open_Log Log of
2315 CMNIX.Open_mva365 365 Day MA
2316 CMNIX.Open_mva200 200 Day MA
2317 CMNIX.Open_mva050 50 Day MA
2322 CMNIX.High_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
2323 CMNIX.High_SmoothDer Derivative of Smoothed
2324 CMNIX.High_Log Log of
2325 CMNIX.High_mva365 365 Day MA
2326 CMNIX.High_mva200 200 Day MA
2327 CMNIX.High_mva050 50 Day MA
2332 CMNIX.Low_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
2333 CMNIX.Low_SmoothDer Derivative of Smoothed
2334 CMNIX.Low_Log Log of
2335 CMNIX.Low_mva365 365 Day MA
2336 CMNIX.Low_mva200 200 Day MA
2337 CMNIX.Low_mva050 50 Day MA
2342 CMNIX.Close_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
2343 CMNIX.Close_SmoothDer Derivative of Smoothed
2344 CMNIX.Close_Log Log of
2345 CMNIX.Close_mva365 365 Day MA
2346 CMNIX.Close_mva200 200 Day MA
2347 CMNIX.Close_mva050 50 Day MA
2348 CMNIX.Volume_YoY Year over Year
2349 CMNIX.Volume_YoY4 4 Year over 4 Year
2350 CMNIX.Volume_YoY5 5 Year over 5 Year
2351 CMNIX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2352 CMNIX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
2353 CMNIX.Volume_SmoothDer Derivative of Smoothed
2354 CMNIX.Volume_Log Log of
2355 CMNIX.Volume_mva365 365 Day MA
2356 CMNIX.Volume_mva200 200 Day MA
2357 CMNIX.Volume_mva050 50 Day MA
2361 CMNIX.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2362 CMNIX.Adjusted_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
2364 CMNIX.Adjusted_Log Log of
2365 CMNIX.Adjusted_mva365 365 Day MA
2366 CMNIX.Adjusted_mva200 200 Day MA
2367 CMNIX.Adjusted_mva050 50 Day MA
2371 CIHEX.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2372 CIHEX.Open_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
2374 CIHEX.Open_Log Log of
2375 CIHEX.Open_mva365 365 Day MA
2376 CIHEX.Open_mva200 200 Day MA
2377 CIHEX.Open_mva050 50 Day MA
2381 CIHEX.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2382 CIHEX.High_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
2384 CIHEX.High_Log Log of
2385 CIHEX.High_mva365 365 Day MA
2386 CIHEX.High_mva200 200 Day MA
2387 CIHEX.High_mva050 50 Day MA
2391 CIHEX.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2392 CIHEX.Low_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
2394 CIHEX.Low_Log Log of
2395 CIHEX.Low_mva365 365 Day MA
2396 CIHEX.Low_mva200 200 Day MA
2397 CIHEX.Low_mva050 50 Day MA
2401 CIHEX.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2402 CIHEX.Close_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
2404 CIHEX.Close_Log Log of
2405 CIHEX.Close_mva365 365 Day MA
2406 CIHEX.Close_mva200 200 Day MA
2407 CIHEX.Close_mva050 50 Day MA
2408 CIHEX.Volume_YoY Year over Year
2409 CIHEX.Volume_YoY4 4 Year over 4 Year
2410 CIHEX.Volume_YoY5 5 Year over 5 Year
2411 CIHEX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2412 CIHEX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
2413 CIHEX.Volume_SmoothDer Derivative of Smoothed
2414 CIHEX.Volume_Log Log of
2415 CIHEX.Volume_mva365 365 Day MA
2416 CIHEX.Volume_mva200 200 Day MA
2417 CIHEX.Volume_mva050 50 Day MA
2421 CIHEX.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2422 CIHEX.Adjusted_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
2424 CIHEX.Adjusted_Log Log of
2425 CIHEX.Adjusted_mva365 365 Day MA
2426 CIHEX.Adjusted_mva200 200 Day MA
2427 CIHEX.Adjusted_mva050 50 Day MA
2428 IMPCH_YoY U.S. Imports of Goods by Customs Basis from China (Monthly, NSA) Year over Year
2430 IMPCH_YoY5 U.S. Imports of Goods by Customs Basis from China (Monthly, NSA) 5 Year over 5 Year
2433 IMPCH_SmoothDer Derivative of Smoothed U.S. Imports of Goods by Customs Basis from China (Monthly, NSA)
2434 IMPCH_Log Log of U.S. Imports of Goods by Customs Basis from China (Monthly, NSA)
2435 IMPCH_mva365 U.S. Imports of Goods by Customs Basis from China (Monthly, NSA) 365 Day MA
2436 IMPCH_mva200 U.S. Imports of Goods by Customs Basis from China (Monthly, NSA) 200 Day MA
2437 IMPCH_mva050 U.S. Imports of Goods by Customs Basis from China (Monthly, NSA) 50 Day MA
2443 EXPCH_SmoothDer Derivative of Smoothed U.S. Exports of Goods by F.A.S. Basis to China, Mainland (Monthly, NSA)
2448 IMPMX_YoY U.S. Imports of Goods by Customs Basis from Mexico (Monthly, NSA) Year over Year
2450 IMPMX_YoY5 U.S. Imports of Goods by Customs Basis from Mexico (Monthly, NSA) 5 Year over 5 Year
2451 IMPMX_Smooth Savitsky-Golay Smoothed (p=3, n=365) U.S. Imports of Goods by Customs Basis from Mexico (Monthly, NSA)
2454 IMPMX_Log Log of U.S. Imports of Goods by Customs Basis from Mexico (Monthly, NSA)
2455 IMPMX_mva365 U.S. Imports of Goods by Customs Basis from Mexico (Monthly, NSA) 365 Day MA
2456 IMPMX_mva200 U.S. Imports of Goods by Customs Basis from Mexico (Monthly, NSA) 200 Day MA
2457 IMPMX_mva050 U.S. Imports of Goods by Customs Basis from Mexico (Monthly, NSA) 50 Day MA
2458 EXPMX_YoY U.S. Exports of Goods by F.A.S. Basis to Mexico (Monthly, NSA) Year over Year
2460 EXPMX_YoY5 U.S. Exports of Goods by F.A.S. Basis to Mexico (Monthly, NSA) 5 Year over 5 Year
2465 EXPMX_mva365 U.S. Exports of Goods by F.A.S. Basis to Mexico (Monthly, NSA) 365 Day MA
2470 HSN1FNSA_YoY5 New One Family Houses Sold: United States (Monthly, NSA) 5 Year over 5 Year
2475 HSN1FNSA_mva365 New One Family Houses Sold: United States (Monthly, NSA) 365 Day MA
2483 HNFSUSNSA_SmoothDer Derivative of Smoothed New One Family Houses for Sale in the United States (Monthly, NSA)
2484 HNFSUSNSA_Log Log of New One Family Houses for Sale in the United States (Monthly, NSA)
2485 HNFSUSNSA_mva365 New One Family Houses for Sale in the United States (Monthly, NSA) 365 Day MA
2486 HNFSUSNSA_mva200 New One Family Houses for Sale in the United States (Monthly, NSA) 200 Day MA
2487 HNFSUSNSA_mva050 New One Family Houses for Sale in the United States (Monthly, NSA) 50 Day MA
2489 BUSLOANS_YoY4 Commercial and Industrial Loans, All Commercial Banks (Monthly, SA) 4 Year over 4 Year
2491 BUSLOANS_Smooth Savitsky-Golay Smoothed (p=3, n=365) Commercial and Industrial Loans, All Commercial Banks (Monthly, SA)
2493 BUSLOANS_SmoothDer Derivative of Smoothed Commercial and Industrial Loans, All Commercial Banks (Monthly, SA)
2494 BUSLOANS_Log Log of Commercial and Industrial Loans, All Commercial Banks (Monthly, SA)
2495 BUSLOANS_mva365 Commercial and Industrial Loans, All Commercial Banks (Monthly, SA) 365 Day MA
2496 BUSLOANS_mva200 Commercial and Industrial Loans, All Commercial Banks (Monthly, SA) 200 Day MA
2497 BUSLOANS_mva050 Commercial and Industrial Loans, All Commercial Banks (Monthly, SA) 50 Day MA
2498 TOTCI_YoY Commercial and Industrial Loans, All Commercial Banks (Weekly, SA) Year over Year
2499 TOTCI_YoY4 Commercial and Industrial Loans, All Commercial Banks (Weekly, SA) 4 Year over 4 Year
2501 TOTCI_Smooth Savitsky-Golay Smoothed (p=3, n=365) Commercial and Industrial Loans, All Commercial Banks (Weekly, SA)
2503 TOTCI_SmoothDer Derivative of Smoothed Commercial and Industrial Loans, All Commercial Banks (Weekly, SA)
2504 TOTCI_Log Log of Commercial and Industrial Loans, All Commercial Banks (Weekly, SA)
2505 TOTCI_mva365 Commercial and Industrial Loans, All Commercial Banks (Weekly, SA) 365 Day MA
2506 TOTCI_mva200 Commercial and Industrial Loans, All Commercial Banks (Weekly, SA) 200 Day MA
2507 TOTCI_mva050 Commercial and Industrial Loans, All Commercial Banks (Weekly, SA) 50 Day MA
2509 BUSLOANSNSA_YoY4 Commercial and Industrial Loans, All Commercial Banks (Monthly, NSA) 4 Year over 4 Year
2515 BUSLOANSNSA_mva365 Commercial and Industrial Loans, All Commercial Banks (Monthly, NSA) 365 Day MA
2519 REALLNNSA_YoY4 Real Estate Loans, All Commercial Banks (Monthly, NSA) 4 Year over 4 Year
2524 REALLNNSA_Log Log of Real Estate Loans, All Commercial Banks (Monthly, NSA)
2525 REALLNNSA_mva365 Real Estate Loans, All Commercial Banks (Monthly, NSA) 365 Day MA
2526 REALLNNSA_mva200 Real Estate Loans, All Commercial Banks (Monthly, NSA) 200 Day MA
2527 REALLNNSA_mva050 Real Estate Loans, All Commercial Banks (Monthly, NSA) 50 Day MA
2529 REALLN_YoY4 Real Estate Loans, All Commercial Banks (Monthly, SA) 4 Year over 4 Year
2531 REALLN_Smooth Savitsky-Golay Smoothed (p=3, n=365) Real Estate Loans, All Commercial Banks (Monthly, SA)
2535 REALLN_mva365 Real Estate Loans, All Commercial Banks (Monthly, SA) 365 Day MA
2536 REALLN_mva200 Real Estate Loans, All Commercial Banks (Monthly, SA) 200 Day MA
2541 RELACBW027NBOG_Smooth Savitsky-Golay Smoothed (p=3, n=365) Real Estate Loans, All Commercial Banks (Weekly, NSA)
2544 RELACBW027NBOG_Log Log of Real Estate Loans, All Commercial Banks (Weekly, NSA)
2545 RELACBW027NBOG_mva365 Real Estate Loans, All Commercial Banks (Weekly, NSA) 365 Day MA
2546 RELACBW027NBOG_mva200 Real Estate Loans, All Commercial Banks (Weekly, NSA) 200 Day MA
2547 RELACBW027NBOG_mva050 Real Estate Loans, All Commercial Banks (Weekly, NSA) 50 Day MA
2551 RELACBW027SBOG_Smooth Savitsky-Golay Smoothed (p=3, n=365) Real Estate Loans, All Commercial Banks (Weekly, SA)
2555 RELACBW027SBOG_mva365 Real Estate Loans, All Commercial Banks (Weekly, SA) 365 Day MA
2556 RELACBW027SBOG_mva200 Real Estate Loans, All Commercial Banks (Weekly, SA) 200 Day MA
2557 RELACBW027SBOG_mva050 Real Estate Loans, All Commercial Banks (Weekly, SA) 50 Day MA
2559 RREACBM027NBOG_YoY4 Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Monthly, NSA) 4 Year over 4 Year
2563 RREACBM027NBOG_SmoothDer Derivative of Smoothed Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Monthly, NSA)
2564 RREACBM027NBOG_Log Log of Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Monthly, NSA)
2565 RREACBM027NBOG_mva365 Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Monthly, NSA) 365 Day MA
2566 RREACBM027NBOG_mva200 Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Monthly, NSA) 200 Day MA
2567 RREACBM027NBOG_mva050 Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Monthly, NSA) 50 Day MA
2569 RREACBM027SBOG_YoY4 Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Monthly, SA) 4 Year over 4 Year
2571 RREACBM027SBOG_Smooth Savitsky-Golay Smoothed (p=3, n=365) Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Monthly, SA)
2574 RREACBM027SBOG_Log Log of Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Monthly, SA)
2575 RREACBM027SBOG_mva365 Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Monthly, SA) 365 Day MA
2576 RREACBM027SBOG_mva200 Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Monthly, SA) 200 Day MA
2577 RREACBM027SBOG_mva050 Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Monthly, SA) 50 Day MA
2585 RREACBW027SBOG_mva365 Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Weekly, SA) 365 Day MA
2586 RREACBW027SBOG_mva200 Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Weekly, SA) 200 Day MA
2593 RREACBW027NBOG_SmoothDer Derivative of Smoothed Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Weekly, NSA)
2594 RREACBW027NBOG_Log Log of Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Weekly, NSA)
2595 RREACBW027NBOG_mva365 Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Weekly, NSA) 365 Day MA
2596 RREACBW027NBOG_mva200 Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Weekly, NSA) 200 Day MA
2597 RREACBW027NBOG_mva050 Real Estate Loans: Residential Real Estate Loans, All Commercial Banks (Weekly, NSA) 50 Day MA
2603 MORTGAGE30US_SmoothDer Derivative of Smoothed 30-Year Fixed Rate Mortgage Average in the United States
2613 CONSUMERNSA_SmoothDer Derivative of Smoothed Consumer Loans, All Commercial Banks
2614 CONSUMERNSA_Log Log of Consumer Loans, All Commercial Banks
2615 CONSUMERNSA_mva365 Consumer Loans, All Commercial Banks 365 Day MA
2616 CONSUMERNSA_mva200 Consumer Loans, All Commercial Banks 200 Day MA
2617 CONSUMERNSA_mva050 Consumer Loans, All Commercial Banks 50 Day MA
2621 TOTLLNSA_Smooth Savitsky-Golay Smoothed (p=3, n=365) Loans and Leases in Bank Credit, All Commercial Banks
2623 TOTLLNSA_SmoothDer Derivative of Smoothed Loans and Leases in Bank Credit, All Commercial Banks
2624 TOTLLNSA_Log Log of Loans and Leases in Bank Credit, All Commercial Banks
2625 TOTLLNSA_mva365 Loans and Leases in Bank Credit, All Commercial Banks 365 Day MA
2626 TOTLLNSA_mva200 Loans and Leases in Bank Credit, All Commercial Banks 200 Day MA
2627 TOTLLNSA_mva050 Loans and Leases in Bank Credit, All Commercial Banks 50 Day MA
2631 DPSACBW027SBOG_Smooth Savitsky-Golay Smoothed (p=3, n=365) Deposits, All Commercial Banks
2633 DPSACBW027SBOG_SmoothDer Derivative of Smoothed Deposits, All Commercial Banks
2634 DPSACBW027SBOG_Log Log of Deposits, All Commercial Banks
2635 DPSACBW027SBOG_mva365 Deposits, All Commercial Banks 365 Day MA
2636 DPSACBW027SBOG_mva200 Deposits, All Commercial Banks 200 Day MA
2637 DPSACBW027SBOG_mva050 Deposits, All Commercial Banks 50 Day MA
2639 DRCLACBS_YoY4 Delinquency Rate on Consumer Loans, All Commercial Banks, SA 4 Year over 4 Year
2644 DRCLACBS_Log Log of Delinquency Rate on Consumer Loans, All Commercial Banks, SA
2645 DRCLACBS_mva365 Delinquency Rate on Consumer Loans, All Commercial Banks, SA 365 Day MA
2646 DRCLACBS_mva200 Delinquency Rate on Consumer Loans, All Commercial Banks, SA 200 Day MA
2647 DRCLACBS_mva050 Delinquency Rate on Consumer Loans, All Commercial Banks, SA 50 Day MA
2648 TOTCINSA_YoY Commercial and Industrial Loans, All Commercial Banks (Weekly, NSA) Year over Year
2649 TOTCINSA_YoY4 Commercial and Industrial Loans, All Commercial Banks (Weekly, NSA) 4 Year over 4 Year
2650 TOTCINSA_YoY5 Commercial and Industrial Loans, All Commercial Banks (Weekly, NSA) 5 Year over 5 Year
2651 TOTCINSA_Smooth Savitsky-Golay Smoothed (p=3, n=365) Commercial and Industrial Loans, All Commercial Banks (Weekly, NSA)
2655 TOTCINSA_mva365 Commercial and Industrial Loans, All Commercial Banks (Weekly, NSA) 365 Day MA
2661 SRPSABSNNCB_Smooth Savitsky-Golay Smoothed (p=3, n=365) Nonfinancial corporate business; security repurchase agreements; asset, Level (NSA)
2663 SRPSABSNNCB_SmoothDer Derivative of Smoothed Nonfinancial corporate business; security repurchase agreements; asset, Level (NSA)
2664 SRPSABSNNCB_Log Log of Nonfinancial corporate business; security repurchase agreements; asset, Level (NSA)
2674 ASTLL_Log Log of All sectors; total loans; liability, Level (NSA)
2675 ASTLL_mva365 All sectors; total loans; liability, Level (NSA) 365 Day MA
2676 ASTLL_mva200 All sectors; total loans; liability, Level (NSA) 200 Day MA
2677 ASTLL_mva050 All sectors; total loans; liability, Level (NSA) 50 Day MA
2684 FBDILNECA_Log Log of Domestic financial sectors; depository institution loans n.e.c.; asset, Level (NSA)
2685 FBDILNECA_mva365 Domestic financial sectors; depository institution loans n.e.c.; asset, Level (NSA) 365 Day MA
2686 FBDILNECA_mva200 Domestic financial sectors; depository institution loans n.e.c.; asset, Level (NSA) 200 Day MA
2687 FBDILNECA_mva050 Domestic financial sectors; depository institution loans n.e.c.; asset, Level (NSA) 50 Day MA
2694 ASOLAL_Log Log of All sectors; other loans and advances; liability, Level (NSA)
2695 ASOLAL_mva365 All sectors; other loans and advances; liability, Level (NSA) 365 Day MA
2696 ASOLAL_mva200 All sectors; other loans and advances; liability, Level (NSA) 200 Day MA
2697 ASOLAL_mva050 All sectors; other loans and advances; liability, Level (NSA) 50 Day MA
2704 ASTMA_Log Log of All sectors; total mortgages; asset, Level (NSA)
2705 ASTMA_mva365 All sectors; total mortgages; asset, Level (NSA) 365 Day MA
2706 ASTMA_mva200 All sectors; total mortgages; asset, Level (NSA) 200 Day MA
2707 ASTMA_mva050 All sectors; total mortgages; asset, Level (NSA) 50 Day MA
2714 ASHMA_Log Log of All sectors; home mortgages; asset, Level (NSA)
2715 ASHMA_mva365 All sectors; home mortgages; asset, Level (NSA) 365 Day MA
2716 ASHMA_mva200 All sectors; home mortgages; asset, Level (NSA) 200 Day MA
2717 ASHMA_mva050 All sectors; home mortgages; asset, Level (NSA) 50 Day MA
2724 ASMRMA_Log Log of All sectors; multifamily residential mortgages; asset, Level (NSA)
2725 ASMRMA_mva365 All sectors; multifamily residential mortgages; asset, Level (NSA) 365 Day MA
2726 ASMRMA_mva200 All sectors; multifamily residential mortgages; asset, Level (NSA) 200 Day MA
2727 ASMRMA_mva050 All sectors; multifamily residential mortgages; asset, Level (NSA) 50 Day MA
2731 ASCMA_Smooth Savitsky-Golay Smoothed (p=3, n=365) All sectors; commercial mortgages; asset, Level (NSA)
2734 ASCMA_Log Log of All sectors; commercial mortgages; asset, Level (NSA)
2735 ASCMA_mva365 All sectors; commercial mortgages; asset, Level (NSA) 365 Day MA
2736 ASCMA_mva200 All sectors; commercial mortgages; asset, Level (NSA) 200 Day MA
2737 ASCMA_mva050 All sectors; commercial mortgages; asset, Level (NSA) 50 Day MA
2744 ASFMA_Log Log of All sectors; farm mortgages; asset, Level (NSA)
2745 ASFMA_mva365 All sectors; farm mortgages; asset, Level (NSA) 365 Day MA
2746 ASFMA_mva200 All sectors; farm mortgages; asset, Level (NSA) 200 Day MA
2747 ASFMA_mva050 All sectors; farm mortgages; asset, Level (NSA) 50 Day MA
2753 CCLBSHNO_SmoothDer Derivative of Smoothed Households and nonprofit organizations; consumer credit; liability, Level (NSA)
2754 CCLBSHNO_Log Log of Households and nonprofit organizations; consumer credit; liability, Level (NSA)
2755 CCLBSHNO_mva365 Households and nonprofit organizations; consumer credit; liability, Level (NSA) 365 Day MA
2756 CCLBSHNO_mva200 Households and nonprofit organizations; consumer credit; liability, Level (NSA) 200 Day MA
2757 CCLBSHNO_mva050 Households and nonprofit organizations; consumer credit; liability, Level (NSA) 50 Day MA
2764 FBDSILQ027S_Log Log of Domestic financial sectors debt securities; liability, Level (NSA)
2765 FBDSILQ027S_mva365 Domestic financial sectors debt securities; liability, Level (NSA) 365 Day MA
2766 FBDSILQ027S_mva200 Domestic financial sectors debt securities; liability, Level (NSA) 200 Day MA
2767 FBDSILQ027S_mva050 Domestic financial sectors debt securities; liability, Level (NSA) 50 Day MA
2768 FBLL_YoY Domestic financial sectors loans; liability, Level (NSA) Year over Year
2773 FBLL_SmoothDer Derivative of Smoothed Domestic financial sectors loans; liability, Level (NSA)
2774 FBLL_Log Log of Domestic financial sectors loans; liability, Level (NSA)
2781 NCBDBIQ027S_Smooth Savitsky-Golay Smoothed (p=3, n=365) Nonfinancial corporate business; debt securities; liability, Level
2784 NCBDBIQ027S_Log Log of Nonfinancial corporate business; debt securities; liability, Level
2785 NCBDBIQ027S_mva365 Nonfinancial corporate business; debt securities; liability, Level 365 Day MA
2786 NCBDBIQ027S_mva200 Nonfinancial corporate business; debt securities; liability, Level 200 Day MA
2787 NCBDBIQ027S_mva050 Nonfinancial corporate business; debt securities; liability, Level 50 Day MA
2793 DGS10_SmoothDer Derivative of Smoothed 10-Year Treasury Constant Maturity Rate
2803 TNX.Open_SmoothDer Derivative of Smoothed
2813 TNX.High_SmoothDer Derivative of Smoothed
2823 TNX.Low_SmoothDer Derivative of Smoothed
2833 TNX.Close_SmoothDer Derivative of Smoothed
2838 TNX.Volume_YoY Year over Year
2839 TNX.Volume_YoY4 4 Year over 4 Year
2840 TNX.Volume_YoY5 5 Year over 5 Year
2841 TNX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2842 TNX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
2843 TNX.Volume_SmoothDer Derivative of Smoothed
2844 TNX.Volume_Log Log of
2845 TNX.Volume_mva365 365 Day MA
2846 TNX.Volume_mva200 200 Day MA
2847 TNX.Volume_mva050 50 Day MA
2853 TNX.Adjusted_SmoothDer Derivative of Smoothed
2864 CLF.Open_Log Log of
2884 CLF.Low_Log Log of
2894 CLF.Close_Log Log of
2901 CLF.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
2903 CLF.Volume_SmoothDer Derivative of Smoothed
2904 CLF.Volume_Log Log of
2914 CLF.Adjusted_Log Log of
2923 DGS30_SmoothDer Derivative of Smoothed 10-Year Treasury Constant Maturity Rate
2950 TB3MS_YoY5 3-Month Treasury Bill: Secondary Market Rate (Monthly) 5 Year over 5 Year
2964 DTB3_Log Log of 3-Month Treasury Bill: Secondary Market Rate (Daily)
2974 IRX.Open_Log Log of
2984 IRX.High_Log Log of
2994 IRX.Low_Log Log of
3004 IRX.Close_Log Log of
3008 IRX.Volume_YoY Year over Year
3009 IRX.Volume_YoY4 4 Year over 4 Year
3010 IRX.Volume_YoY5 5 Year over 5 Year
3011 IRX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3012 IRX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
3013 IRX.Volume_SmoothDer Derivative of Smoothed
3014 IRX.Volume_Log Log of
3015 IRX.Volume_mva365 365 Day MA
3016 IRX.Volume_mva200 200 Day MA
3017 IRX.Volume_mva050 50 Day MA
3024 IRX.Adjusted_Log Log of
3034 DCOILWTICO_Log Log of Crude Oil Prices: West Texas Intermediate (WTI) Cushing, Oklahoma
3050 NEWORDER_YoY5 Manufacturers’ New Orders: Nondefense Capital Goods Excluding Aircraft 5 Year over 5 Year
3051 NEWORDER_Smooth Savitsky-Golay Smoothed (p=3, n=365) Manufacturers’ New Orders: Nondefense Capital Goods Excluding Aircraft
3053 NEWORDER_SmoothDer Derivative of Smoothed Manufacturers’ New Orders: Nondefense Capital Goods Excluding Aircraft
3054 NEWORDER_Log Log of Manufacturers’ New Orders: Nondefense Capital Goods Excluding Aircraft
3055 NEWORDER_mva365 Manufacturers’ New Orders: Nondefense Capital Goods Excluding Aircraft 365 Day MA
3056 NEWORDER_mva200 Manufacturers’ New Orders: Nondefense Capital Goods Excluding Aircraft 200 Day MA
3057 NEWORDER_mva050 Manufacturers’ New Orders: Nondefense Capital Goods Excluding Aircraft 50 Day MA
3061 ALTSALES_Smooth Savitsky-Golay Smoothed (p=3, n=365) Light Weight Vehicle Sales: Autos and Light Trucks
3065 ALTSALES_mva365 Light Weight Vehicle Sales: Autos and Light Trucks 365 Day MA
3076 ICSA_mva200 Initial Jobless Claims 200 Day MA
3081 GSPC.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3082 GSPC.Open_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
3084 GSPC.Open_Log Log of
3085 GSPC.Open_mva365 365 Day MA
3086 GSPC.Open_mva200 200 Day MA
3087 GSPC.Open_mva050 50 Day MA
3091 GSPC.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3092 GSPC.High_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
3094 GSPC.High_Log Log of
3095 GSPC.High_mva365 365 Day MA
3096 GSPC.High_mva200 200 Day MA
3097 GSPC.High_mva050 50 Day MA
3101 GSPC.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3102 GSPC.Low_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
3104 GSPC.Low_Log Log of
3105 GSPC.Low_mva365 365 Day MA
3106 GSPC.Low_mva200 200 Day MA
3107 GSPC.Low_mva050 50 Day MA
3111 GSPC.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3112 GSPC.Close_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
3114 GSPC.Close_Log Log of
3115 GSPC.Close_mva365 365 Day MA
3116 GSPC.Close_mva200 200 Day MA
3117 GSPC.Close_mva050 50 Day MA
3121 GSPC.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3123 GSPC.Volume_SmoothDer Derivative of Smoothed
3131 GSPC.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3132 GSPC.Adjusted_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
3134 GSPC.Adjusted_Log Log of
3135 GSPC.Adjusted_mva365 365 Day MA
3136 GSPC.Adjusted_mva200 200 Day MA
3137 GSPC.Adjusted_mva050 50 Day MA
3141 FXAIX.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3142 FXAIX.Open_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
3144 FXAIX.Open_Log Log of
3145 FXAIX.Open_mva365 365 Day MA
3146 FXAIX.Open_mva200 200 Day MA
3147 FXAIX.Open_mva050 50 Day MA
3151 FXAIX.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3152 FXAIX.High_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
3154 FXAIX.High_Log Log of
3155 FXAIX.High_mva365 365 Day MA
3156 FXAIX.High_mva200 200 Day MA
3157 FXAIX.High_mva050 50 Day MA
3161 FXAIX.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3162 FXAIX.Low_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
3164 FXAIX.Low_Log Log of
3165 FXAIX.Low_mva365 365 Day MA
3166 FXAIX.Low_mva200 200 Day MA
3167 FXAIX.Low_mva050 50 Day MA
3171 FXAIX.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3172 FXAIX.Close_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
3174 FXAIX.Close_Log Log of
3175 FXAIX.Close_mva365 365 Day MA
3176 FXAIX.Close_mva200 200 Day MA
3177 FXAIX.Close_mva050 50 Day MA
3178 FXAIX.Volume_YoY Year over Year
3179 FXAIX.Volume_YoY4 4 Year over 4 Year
3180 FXAIX.Volume_YoY5 5 Year over 5 Year
3181 FXAIX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3182 FXAIX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
3183 FXAIX.Volume_SmoothDer Derivative of Smoothed
3184 FXAIX.Volume_Log Log of
3185 FXAIX.Volume_mva365 365 Day MA
3186 FXAIX.Volume_mva200 200 Day MA
3187 FXAIX.Volume_mva050 50 Day MA
3191 FXAIX.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3192 FXAIX.Adjusted_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
3194 FXAIX.Adjusted_Log Log of
3195 FXAIX.Adjusted_mva365 365 Day MA
3196 FXAIX.Adjusted_mva200 200 Day MA
3197 FXAIX.Adjusted_mva050 50 Day MA
3201 FTIHX.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3205 FTIHX.Open_mva365 365 Day MA
3206 FTIHX.Open_mva200 200 Day MA
3211 FTIHX.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3215 FTIHX.High_mva365 365 Day MA
3216 FTIHX.High_mva200 200 Day MA
3221 FTIHX.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3225 FTIHX.Low_mva365 365 Day MA
3226 FTIHX.Low_mva200 200 Day MA
3231 FTIHX.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3235 FTIHX.Close_mva365 365 Day MA
3236 FTIHX.Close_mva200 200 Day MA
3238 FTIHX.Volume_YoY Year over Year
3239 FTIHX.Volume_YoY4 4 Year over 4 Year
3240 FTIHX.Volume_YoY5 5 Year over 5 Year
3241 FTIHX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3242 FTIHX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
3243 FTIHX.Volume_SmoothDer Derivative of Smoothed
3244 FTIHX.Volume_Log Log of
3245 FTIHX.Volume_mva365 365 Day MA
3246 FTIHX.Volume_mva200 200 Day MA
3247 FTIHX.Volume_mva050 50 Day MA
3251 FTIHX.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3255 FTIHX.Adjusted_mva365 365 Day MA
3256 FTIHX.Adjusted_mva200 200 Day MA
3261 MDIZX.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3265 MDIZX.Open_mva365 365 Day MA
3266 MDIZX.Open_mva200 200 Day MA
3271 MDIZX.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3275 MDIZX.High_mva365 365 Day MA
3276 MDIZX.High_mva200 200 Day MA
3281 MDIZX.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3285 MDIZX.Low_mva365 365 Day MA
3286 MDIZX.Low_mva200 200 Day MA
3291 MDIZX.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3295 MDIZX.Close_mva365 365 Day MA
3296 MDIZX.Close_mva200 200 Day MA
3298 MDIZX.Volume_YoY Year over Year
3299 MDIZX.Volume_YoY4 4 Year over 4 Year
3300 MDIZX.Volume_YoY5 5 Year over 5 Year
3301 MDIZX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3302 MDIZX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
3303 MDIZX.Volume_SmoothDer Derivative of Smoothed
3304 MDIZX.Volume_Log Log of
3305 MDIZX.Volume_mva365 365 Day MA
3306 MDIZX.Volume_mva200 200 Day MA
3307 MDIZX.Volume_mva050 50 Day MA
3311 MDIZX.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3315 MDIZX.Adjusted_mva365 365 Day MA
3316 MDIZX.Adjusted_mva200 200 Day MA
3321 DODIX.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3325 DODIX.Open_mva365 365 Day MA
3326 DODIX.Open_mva200 200 Day MA
3331 DODIX.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3335 DODIX.High_mva365 365 Day MA
3336 DODIX.High_mva200 200 Day MA
3341 DODIX.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3345 DODIX.Low_mva365 365 Day MA
3346 DODIX.Low_mva200 200 Day MA
3351 DODIX.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3355 DODIX.Close_mva365 365 Day MA
3356 DODIX.Close_mva200 200 Day MA
3358 DODIX.Volume_YoY Year over Year
3359 DODIX.Volume_YoY4 4 Year over 4 Year
3360 DODIX.Volume_YoY5 5 Year over 5 Year
3361 DODIX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3362 DODIX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
3363 DODIX.Volume_SmoothDer Derivative of Smoothed
3364 DODIX.Volume_Log Log of
3365 DODIX.Volume_mva365 365 Day MA
3366 DODIX.Volume_mva200 200 Day MA
3367 DODIX.Volume_mva050 50 Day MA
3371 DODIX.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3375 DODIX.Adjusted_mva365 365 Day MA
3376 DODIX.Adjusted_mva200 200 Day MA
3381 RLG.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3382 RLG.Open_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
3384 RLG.Open_Log Log of
3385 RLG.Open_mva365 365 Day MA
3386 RLG.Open_mva200 200 Day MA
3387 RLG.Open_mva050 50 Day MA
3391 RLG.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3392 RLG.High_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
3394 RLG.High_Log Log of
3395 RLG.High_mva365 365 Day MA
3396 RLG.High_mva200 200 Day MA
3397 RLG.High_mva050 50 Day MA
3401 RLG.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3402 RLG.Low_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
3405 RLG.Low_mva365 365 Day MA
3406 RLG.Low_mva200 200 Day MA
3407 RLG.Low_mva050 50 Day MA
3411 RLG.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3412 RLG.Close_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
3415 RLG.Close_mva365 365 Day MA
3416 RLG.Close_mva200 200 Day MA
3417 RLG.Close_mva050 50 Day MA
3418 RLG.Volume_YoY Year over Year
3419 RLG.Volume_YoY4 4 Year over 4 Year
3420 RLG.Volume_YoY5 5 Year over 5 Year
3421 RLG.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3422 RLG.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
3423 RLG.Volume_SmoothDer Derivative of Smoothed
3424 RLG.Volume_Log Log of
3425 RLG.Volume_mva365 365 Day MA
3426 RLG.Volume_mva200 200 Day MA
3427 RLG.Volume_mva050 50 Day MA
3431 RLG.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3432 RLG.Adjusted_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
3435 RLG.Adjusted_mva365 365 Day MA
3436 RLG.Adjusted_mva200 200 Day MA
3437 RLG.Adjusted_mva050 50 Day MA
3441 DJI.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3442 DJI.Open_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
3444 DJI.Open_Log Log of
3445 DJI.Open_mva365 365 Day MA
3446 DJI.Open_mva200 200 Day MA
3447 DJI.Open_mva050 50 Day MA
3451 DJI.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3452 DJI.High_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
3454 DJI.High_Log Log of
3455 DJI.High_mva365 365 Day MA
3456 DJI.High_mva200 200 Day MA
3457 DJI.High_mva050 50 Day MA
3461 DJI.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3462 DJI.Low_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
3464 DJI.Low_Log Log of
3465 DJI.Low_mva365 365 Day MA
3466 DJI.Low_mva200 200 Day MA
3467 DJI.Low_mva050 50 Day MA
3471 DJI.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3472 DJI.Close_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
3474 DJI.Close_Log Log of
3475 DJI.Close_mva365 365 Day MA
3476 DJI.Close_mva200 200 Day MA
3477 DJI.Close_mva050 50 Day MA
3485 DJI.Volume_mva365 365 Day MA
3491 DJI.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3492 DJI.Adjusted_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
3494 DJI.Adjusted_Log Log of
3495 DJI.Adjusted_mva365 365 Day MA
3496 DJI.Adjusted_mva200 200 Day MA
3497 DJI.Adjusted_mva050 50 Day MA
3505 STOXX50E.Open_mva365 365 Day MA
3515 STOXX50E.High_mva365 365 Day MA
3525 STOXX50E.Low_mva365 365 Day MA
3535 STOXX50E.Close_mva365 365 Day MA
3544 STOXX50E.Volume_Log Log of
3555 STOXX50E.Adjusted_mva365 365 Day MA
3561 EFA.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3565 EFA.Open_mva365 365 Day MA
3566 EFA.Open_mva200 200 Day MA
3571 EFA.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3575 EFA.High_mva365 365 Day MA
3576 EFA.High_mva200 200 Day MA
3581 EFA.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3585 EFA.Low_mva365 365 Day MA
3586 EFA.Low_mva200 200 Day MA
3591 EFA.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3595 EFA.Close_mva365 365 Day MA
3596 EFA.Close_mva200 200 Day MA
3611 EFA.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3615 EFA.Adjusted_mva365 365 Day MA
3616 EFA.Adjusted_mva200 200 Day MA
3624 GDP_Log Log of Gross Domestic Product
3625 GDP_mva365 Gross Domestic Product 365 Day MA
3626 GDP_mva200 Gross Domestic Product 200 Day MA
3627 GDP_mva050 Gross Domestic Product 50 Day MA
3634 FNDEFX_Log Log of Federal Government: Nondefense Consumption Expenditures and Gross Investment (SA, Annual Rate)
3635 FNDEFX_mva365 Federal Government: Nondefense Consumption Expenditures and Gross Investment (SA, Annual Rate) 365 Day MA
3636 FNDEFX_mva200 Federal Government: Nondefense Consumption Expenditures and Gross Investment (SA, Annual Rate) 200 Day MA
3637 FNDEFX_mva050 Federal Government: Nondefense Consumption Expenditures and Gross Investment (SA, Annual Rate) 50 Day MA
3644 FDEFX_Log Log of Federal Government: National Defense Consumption Expenditures and Gross Investment (SA, Annual Rate)
3645 FDEFX_mva365 Federal Government: National Defense Consumption Expenditures and Gross Investment (SA, Annual Rate) 365 Day MA
3646 FDEFX_mva200 Federal Government: National Defense Consumption Expenditures and Gross Investment (SA, Annual Rate) 200 Day MA
3647 FDEFX_mva050 Federal Government: National Defense Consumption Expenditures and Gross Investment (SA, Annual Rate) 50 Day MA
3650 GDPNOW_YoY5 Fed Atlanta GDPNow 5 Year over 5 Year
3654 GDPNOW_Log Log of Fed Atlanta GDPNow
3664 GDPC1_Log Log of Real Gross Domestic Product
3665 GDPC1_mva365 Real Gross Domestic Product 365 Day MA
3666 GDPC1_mva200 Real Gross Domestic Product 200 Day MA
3667 GDPC1_mva050 Real Gross Domestic Product 50 Day MA
3674 GDPDEF_Log Log of Gross Domestic Product: Implicit Price Deflator
3675 GDPDEF_mva365 Gross Domestic Product: Implicit Price Deflator 365 Day MA
3676 GDPDEF_mva200 Gross Domestic Product: Implicit Price Deflator 200 Day MA
3677 GDPDEF_mva050 Gross Domestic Product: Implicit Price Deflator 50 Day MA
3681 VIG.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3682 VIG.Open_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
3684 VIG.Open_Log Log of
3685 VIG.Open_mva365 365 Day MA
3686 VIG.Open_mva200 200 Day MA
3687 VIG.Open_mva050 50 Day MA
3691 VIG.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3692 VIG.High_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
3694 VIG.High_Log Log of
3695 VIG.High_mva365 365 Day MA
3696 VIG.High_mva200 200 Day MA
3697 VIG.High_mva050 50 Day MA
3701 VIG.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3702 VIG.Low_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
3704 VIG.Low_Log Log of
3705 VIG.Low_mva365 365 Day MA
3706 VIG.Low_mva200 200 Day MA
3707 VIG.Low_mva050 50 Day MA
3711 VIG.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3715 VIG.Close_mva365 365 Day MA
3716 VIG.Close_mva200 200 Day MA
3717 VIG.Close_mva050 50 Day MA
3723 VIG.Volume_SmoothDer Derivative of Smoothed
3731 VIG.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3735 VIG.Adjusted_mva365 365 Day MA
3736 VIG.Adjusted_mva200 200 Day MA
3737 VIG.Adjusted_mva050 50 Day MA
3750 FEDFUNDS_YoY5 Effective Federal Funds Rate 5 Year over 5 Year
3760 GPDI_YoY5 Gross Private Domestic Investment 5 Year over 5 Year
3764 GPDI_Log Log of Gross Private Domestic Investment
3765 GPDI_mva365 Gross Private Domestic Investment 365 Day MA
3766 GPDI_mva200 Gross Private Domestic Investment 200 Day MA
3767 GPDI_mva050 Gross Private Domestic Investment 50 Day MA
3770 W790RC1Q027SBEA_YoY5 Net domestic investment: Private: Domestic busines 5 Year over 5 Year
3774 W790RC1Q027SBEA_Log Log of Net domestic investment: Private: Domestic busines
3775 W790RC1Q027SBEA_mva365 Net domestic investment: Private: Domestic busines 365 Day MA
3778 MZMV_YoY Velocity of MZM Money Stock Year over Year
3780 MZMV_YoY5 Velocity of MZM Money Stock 5 Year over 5 Year
3784 MZMV_Log Log of Velocity of MZM Money Stock
3785 MZMV_mva365 Velocity of MZM Money Stock 365 Day MA
3786 MZMV_mva200 Velocity of MZM Money Stock 200 Day MA
3787 MZMV_mva050 Velocity of MZM Money Stock 50 Day MA
3788 M1_YoY M1 Money Stock Year over Year
3794 M1_Log Log of M1 Money Stock
3795 M1_mva365 M1 Money Stock 365 Day MA
3796 M1_mva200 M1 Money Stock 200 Day MA
3797 M1_mva050 M1 Money Stock 50 Day MA
3798 M2_YoY M2 Money Stock Year over Year
3804 M2_Log Log of M2 Money Stock
3805 M2_mva365 M2 Money Stock 365 Day MA
3806 M2_mva200 M2 Money Stock 200 Day MA
3807 M2_mva050 M2 Money Stock 50 Day MA
3814 OPHNFB_Log Log of Nonfarm Business Sector: Real Output Per Hour of All Persons, SA
3815 OPHNFB_mva365 Nonfarm Business Sector: Real Output Per Hour of All Persons, SA 365 Day MA
3816 OPHNFB_mva200 Nonfarm Business Sector: Real Output Per Hour of All Persons, SA 200 Day MA
3817 OPHNFB_mva050 Nonfarm Business Sector: Real Output Per Hour of All Persons, SA 50 Day MA
3831 IWD.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3832 IWD.Open_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
3834 IWD.Open_Log Log of
3835 IWD.Open_mva365 365 Day MA
3836 IWD.Open_mva200 200 Day MA
3837 IWD.Open_mva050 50 Day MA
3841 IWD.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3842 IWD.High_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
3844 IWD.High_Log Log of
3845 IWD.High_mva365 365 Day MA
3846 IWD.High_mva200 200 Day MA
3847 IWD.High_mva050 50 Day MA
3851 IWD.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3852 IWD.Low_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
3854 IWD.Low_Log Log of
3855 IWD.Low_mva365 365 Day MA
3856 IWD.Low_mva200 200 Day MA
3857 IWD.Low_mva050 50 Day MA
3861 IWD.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3862 IWD.Close_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
3864 IWD.Close_Log Log of
3865 IWD.Close_mva365 365 Day MA
3866 IWD.Close_mva200 200 Day MA
3867 IWD.Close_mva050 50 Day MA
3873 IWD.Volume_SmoothDer Derivative of Smoothed
3881 IWD.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3882 IWD.Adjusted_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
3884 IWD.Adjusted_Log Log of
3885 IWD.Adjusted_mva365 365 Day MA
3886 IWD.Adjusted_mva200 200 Day MA
3887 IWD.Adjusted_mva050 50 Day MA
3899 PSAVERT_YoY4 Personal Saving Rate 4 Year over 4 Year
3905 PSAVERT_mva365 Personal Saving Rate 365 Day MA
3911 VIXCLS_Smooth Savitsky-Golay Smoothed (p=3, n=365) CBOE Volatility Index
3913 VIXCLS_SmoothDer Derivative of Smoothed CBOE Volatility Index
3915 VIXCLS_mva365 CBOE Volatility Index 365 Day MA
3921 VXX.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3923 VXX.Open_SmoothDer Derivative of Smoothed
3931 VXX.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3933 VXX.High_SmoothDer Derivative of Smoothed
3941 VXX.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3943 VXX.Low_SmoothDer Derivative of Smoothed
3951 VXX.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3953 VXX.Close_SmoothDer Derivative of Smoothed
3964 VXX.Volume_Log Log of
3965 VXX.Volume_mva365 365 Day MA
3971 VXX.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
3973 VXX.Adjusted_SmoothDer Derivative of Smoothed
3981 HOUST1F_Smooth Savitsky-Golay Smoothed (p=3, n=365) Privately Owned Housing Starts: 1-Unit Structures
3983 HOUST1F_SmoothDer Derivative of Smoothed Privately Owned Housing Starts: 1-Unit Structures
3984 HOUST1F_Log Log of Privately Owned Housing Starts: 1-Unit Structures
3987 HOUST1F_mva050 Privately Owned Housing Starts: 1-Unit Structures 50 Day MA
3991 GFDEBTN_Smooth Savitsky-Golay Smoothed (p=3, n=365) Federal Debt: Total Public Debt
3994 GFDEBTN_Log Log of Federal Debt: Total Public Debt
3995 GFDEBTN_mva365 Federal Debt: Total Public Debt 365 Day MA
3996 GFDEBTN_mva200 Federal Debt: Total Public Debt 200 Day MA
3997 GFDEBTN_mva050 Federal Debt: Total Public Debt 50 Day MA
4001 HOUST_Smooth Savitsky-Golay Smoothed (p=3, n=365) Housing Starts: Total: New Privately Owned Housing Units Started, SA
4003 HOUST_SmoothDer Derivative of Smoothed Housing Starts: Total: New Privately Owned Housing Units Started, SA
4033 MSPUS_SmoothDer Derivative of Smoothed Median Sales Price of Houses Sold for the United States (NSA)
4034 MSPUS_Log Log of Median Sales Price of Houses Sold for the United States (NSA)
4037 MSPUS_mva050 Median Sales Price of Houses Sold for the United States (NSA) 50 Day MA
4041 UMDMNO_Smooth Savitsky-Golay Smoothed (p=3, n=365) Manufacturers’ New Orders: Durable Goods (NSA)
4043 UMDMNO_SmoothDer Derivative of Smoothed Manufacturers’ New Orders: Durable Goods (NSA)
4044 UMDMNO_Log Log of Manufacturers’ New Orders: Durable Goods (NSA)
4046 UMDMNO_mva200 Manufacturers’ New Orders: Durable Goods (NSA) 200 Day MA
4047 UMDMNO_mva050 Manufacturers’ New Orders: Durable Goods (NSA) 50 Day MA
4053 DGORDER_SmoothDer Derivative of Smoothed Manufacturers’ New Orders: Durable Goods (SA)
4065 CSUSHPINSA_mva365 S&P/Case-Shiller U.S. National Home Price Index (NSA) 365 Day MA
4066 CSUSHPINSA_mva200 S&P/Case-Shiller U.S. National Home Price Index (NSA) 200 Day MA
4071 GFDEGDQ188S_Smooth Savitsky-Golay Smoothed (p=3, n=365) Federal Debt: Total Public Debt as Percent of Gross Domestic Product
4073 GFDEGDQ188S_SmoothDer Derivative of Smoothed Federal Debt: Total Public Debt as Percent of Gross Domestic Product
4074 GFDEGDQ188S_Log Log of Federal Debt: Total Public Debt as Percent of Gross Domestic Product
4084 FYFSD_Log Log of Federal Surplus or Deficit
4088 FYFSGDA188S_YoY Federal Surplus or Deficit [-] as Percent of Gross Domestic Product Year over Year
4089 FYFSGDA188S_YoY4 Federal Surplus or Deficit [-] as Percent of Gross Domestic Product 4 Year over 4 Year
4094 FYFSGDA188S_Log Log of Federal Surplus or Deficit [-] as Percent of Gross Domestic Product
4095 FYFSGDA188S_mva365 Federal Surplus or Deficit [-] as Percent of Gross Domestic Product 365 Day MA
4096 FYFSGDA188S_mva200 Federal Surplus or Deficit [-] as Percent of Gross Domestic Product 200 Day MA
4097 FYFSGDA188S_mva050 Federal Surplus or Deficit [-] as Percent of Gross Domestic Product 50 Day MA
4105 GDX.Open_mva365 365 Day MA
4106 GDX.Open_mva200 200 Day MA
4115 GDX.High_mva365 365 Day MA
4116 GDX.High_mva200 200 Day MA
4125 GDX.Low_mva365 365 Day MA
4126 GDX.Low_mva200 200 Day MA
4135 GDX.Close_mva365 365 Day MA
4136 GDX.Close_mva200 200 Day MA
4141 GDX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
4142 GDX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
4143 GDX.Volume_SmoothDer Derivative of Smoothed
4155 GDX.Adjusted_mva365 365 Day MA
4156 GDX.Adjusted_mva200 200 Day MA
4165 XLE.Open_mva365 365 Day MA
4175 XLE.High_mva365 365 Day MA
4185 XLE.Low_mva365 365 Day MA
4195 XLE.Close_mva365 365 Day MA
4203 XLE.Volume_SmoothDer Derivative of Smoothed
4214 XLE.Adjusted_Log Log of
4215 XLE.Adjusted_mva365 365 Day MA
4263 GSG.Volume_SmoothDer Derivative of Smoothed
4278 WALCL_YoY All Federal Reserve Banks: Total Assets Year over Year
4283 WALCL_SmoothDer Derivative of Smoothed All Federal Reserve Banks: Total Assets
4288 OUTMS_YoY Manufacturing Sector: Real Output Year over Year
4290 OUTMS_YoY5 Manufacturing Sector: Real Output 5 Year over 5 Year
4308 PRS30006163_YoY Manufacturing Sector: Real Output Per Person Year over Year
4310 PRS30006163_YoY5 Manufacturing Sector: Real Output Per Person 5 Year over 5 Year
4315 PRS30006163_mva365 Manufacturing Sector: Real Output Per Person 365 Day MA
4323 BAMLC0A3CA_SmoothDer Derivative of Smoothed ICE BofAML US Corporate A Option-Adjusted Spread
4333 AAA_SmoothDer Derivative of Smoothed Moody’s Seasoned Aaa Corporate Bond Yield
4350 SOFRVOL_YoY5 Secured Overnight Financing Volume 5 Year over 5 Year
4351 SOFRVOL_Smooth Savitsky-Golay Smoothed (p=3, n=365) Secured Overnight Financing Volume
4355 SOFRVOL_mva365 Secured Overnight Financing Volume 365 Day MA
4356 SOFRVOL_mva200 Secured Overnight Financing Volume 200 Day MA
4357 SOFRVOL_mva050 Secured Overnight Financing Volume 50 Day MA
4384 SOFR25_Log Log of Secured Overnight Financing Rate: 25th Percentile
4394 SOFR1_Log Log of Secured Overnight Financing Rate: 1st Percentile
4400 OBFR_YoY5 Overnight Bank Funding Rate 5 Year over 5 Year
4420 OBFR75_YoY5 Overnight Bank Funding Rate: 75th Percentile 5 Year over 5 Year
4451 RPONTSYD_Smooth Savitsky-Golay Smoothed (p=3, n=365) Overnight Repurchase Agreements: Treasury Securities Purchased by the Federal Reserve in the Temporary Open Market Operations
4453 RPONTSYD_SmoothDer Derivative of Smoothed Overnight Repurchase Agreements: Treasury Securities Purchased by the Federal Reserve in the Temporary Open Market Operations
4454 RPONTSYD_Log Log of Overnight Repurchase Agreements: Treasury Securities Purchased by the Federal Reserve in the Temporary Open Market Operations
4458 IOER_YoY Interest Rate on Excess Reserves Year over Year
4459 IOER_YoY4 Interest Rate on Excess Reserves 4 Year over 4 Year
4460 IOER_YoY5 Interest Rate on Excess Reserves 5 Year over 5 Year
4464 IOER_Log Log of Interest Rate on Excess Reserves
4465 IOER_mva365 Interest Rate on Excess Reserves 365 Day MA
4466 IOER_mva200 Interest Rate on Excess Reserves 200 Day MA
4467 IOER_mva050 Interest Rate on Excess Reserves 50 Day MA
4478 EXCSRESNW_YoY Excess Reserves of Depository Institutions Year over Year
4484 EXCSRESNW_Log Log of Excess Reserves of Depository Institutions
4485 EXCSRESNW_mva365 Excess Reserves of Depository Institutions 365 Day MA
4486 EXCSRESNW_mva200 Excess Reserves of Depository Institutions 200 Day MA
4487 EXCSRESNW_mva050 Excess Reserves of Depository Institutions 50 Day MA
4488 ECBASSETS_YoY Central Bank Assets for Euro Area (11-19 Countries) Year over Year
4489 ECBASSETS_YoY4 Central Bank Assets for Euro Area (11-19 Countries) 4 Year over 4 Year
4494 ECBASSETS_Log Log of Central Bank Assets for Euro Area (11-19 Countries)
4495 ECBASSETS_mva365 Central Bank Assets for Euro Area (11-19 Countries) 365 Day MA
4496 ECBASSETS_mva200 Central Bank Assets for Euro Area (11-19 Countries) 200 Day MA
4497 ECBASSETS_mva050 Central Bank Assets for Euro Area (11-19 Countries) 50 Day MA
4500 EUNNGDP_YoY5 Gross Domestic Product (Euro/ECU series) for Euro Area (19 Countries) 5 Year over 5 Year
4504 EUNNGDP_Log Log of Gross Domestic Product (Euro/ECU series) for Euro Area (19 Countries)
4505 EUNNGDP_mva365 Gross Domestic Product (Euro/ECU series) for Euro Area (19 Countries) 365 Day MA
4506 EUNNGDP_mva200 Gross Domestic Product (Euro/ECU series) for Euro Area (19 Countries) 200 Day MA
4507 EUNNGDP_mva050 Gross Domestic Product (Euro/ECU series) for Euro Area (19 Countries) 50 Day MA
4515 CEU0600000007_mva365 Average Weekly Hours of Production and Nonsupervisory Employees: Goods-Producing 365 Day MA
4516 CEU0600000007_mva200 Average Weekly Hours of Production and Nonsupervisory Employees: Goods-Producing 200 Day MA
4518 CURRENCY_YoY Currency Component of M1 (Seasonally Adjusted) Year over Year
4524 CURRENCY_Log Log of Currency Component of M1 (Seasonally Adjusted)
4525 CURRENCY_mva365 Currency Component of M1 (Seasonally Adjusted) 365 Day MA
4526 CURRENCY_mva200 Currency Component of M1 (Seasonally Adjusted) 200 Day MA
4527 CURRENCY_mva050 Currency Component of M1 (Seasonally Adjusted) 50 Day MA
4535 WCURRNS_mva365 Currency Component of M1 365 Day MA
4536 WCURRNS_mva200 Currency Component of M1 200 Day MA
4543 BOGMBASE_SmoothDer Derivative of Smoothed Monetary Base; Total
4550 PRS88003193_YoY5 Nonfinancial Corporations Sector: Unit Profits 5 Year over 5 Year
4553 PRS88003193_SmoothDer Derivative of Smoothed Nonfinancial Corporations Sector: Unit Profits
4554 PRS88003193_Log Log of Nonfinancial Corporations Sector: Unit Profits
4556 PRS88003193_mva200 Nonfinancial Corporations Sector: Unit Profits 200 Day MA
4557 PRS88003193_mva050 Nonfinancial Corporations Sector: Unit Profits 50 Day MA
4584 POPTHM_Smooth Savitsky-Golay Smoothed (p=3, n=365) Population (U.S.)
4585 POPTHM_Smooth Savitsky-Golay Smoothed (p=3, n=365) Population (U.S.)
4590 POPTHM_Log Log of Population (U.S.)
4591 POPTHM_Log Log of Population (U.S.)
4592 POPTHM_mva365 Population (U.S.) 365 Day MA
4593 POPTHM_mva365 Population (U.S.) 365 Day MA
4594 POPTHM_mva200 Population (U.S.) 200 Day MA
4595 POPTHM_mva200 Population (U.S.) 200 Day MA
4596 POPTHM_mva050 Population (U.S.) 50 Day MA
4597 POPTHM_mva050 Population (U.S.) 50 Day MA
4604 POPTHM.1_Smooth Savitsky-Golay Smoothed (p=3, n=365)
4605 POPTHM.1_Smooth Savitsky-Golay Smoothed (p=3, n=365)
4610 POPTHM.1_Log Log of
4611 POPTHM.1_Log Log of
4612 POPTHM.1_mva365 365 Day MA
4613 POPTHM.1_mva365 365 Day MA
4614 POPTHM.1_mva200 200 Day MA
4615 POPTHM.1_mva200 200 Day MA
4616 POPTHM.1_mva050 50 Day MA
4617 POPTHM.1_mva050 50 Day MA
4625 CLF16OV_mva365 Civilian Labor Force Level, SA 365 Day MA
4626 CLF16OV_mva200 Civilian Labor Force Level, SA 200 Day MA
4635 LNU01000000_mva365 Civilian Labor Force Level, NSA 365 Day MA
4636 LNU01000000_mva200 Civilian Labor Force Level, NSA 200 Day MA
4645 LNU03000000_mva365 Unemployment Level (NSA) 365 Day MA
4646 LNU03000000_mva200 Unemployment Level (NSA) 200 Day MA
4655 UNEMPLOY_mva365 Unemployment Level, seasonally adjusted 365 Day MA
4656 UNEMPLOY_mva200 Unemployment Level, seasonally adjusted 200 Day MA
4663 RSAFS_SmoothDer Derivative of Smoothed Advance Retail Sales: Retail and Food Services
4664 RSAFS_Log Log of Advance Retail Sales: Retail and Food Services
4665 RSAFS_mva365 Advance Retail Sales: Retail and Food Services 365 Day MA
4666 RSAFS_mva200 Advance Retail Sales: Retail and Food Services 200 Day MA
4667 RSAFS_mva050 Advance Retail Sales: Retail and Food Services 50 Day MA
4668 FRGSHPUSM649NCIS_YoY Cass Freight Index: Shipments Year over Year
4670 FRGSHPUSM649NCIS_YoY5 Cass Freight Index: Shipments 5 Year over 5 Year
4684 BOPGTB_Log Log of Trade Balance: Goods, Balance of Payments Basis (SA)
4691 TERMCBPER24NS_Smooth Savitsky-Golay Smoothed (p=3, n=365) Finance Rate on Personal Loans at Commercial Banks, 24 Month Loan
4693 TERMCBPER24NS_SmoothDer Derivative of Smoothed Finance Rate on Personal Loans at Commercial Banks, 24 Month Loan
4694 TERMCBPER24NS_Log Log of Finance Rate on Personal Loans at Commercial Banks, 24 Month Loan
4697 TERMCBPER24NS_mva050 Finance Rate on Personal Loans at Commercial Banks, 24 Month Loan 50 Day MA
4698 A065RC1A027NBEA_YoY Personal income (NSA) Year over Year
4704 A065RC1A027NBEA_Log Log of Personal income (NSA)
4705 A065RC1A027NBEA_mva365 Personal income (NSA) 365 Day MA
4706 A065RC1A027NBEA_mva200 Personal income (NSA) 200 Day MA
4707 A065RC1A027NBEA_mva050 Personal income (NSA) 50 Day MA
4711 PI_Smooth Savitsky-Golay Smoothed (p=3, n=365) Personal income (SA)
4714 PI_Log Log of Personal income (SA)
4715 PI_mva365 Personal income (SA) 365 Day MA
4716 PI_mva200 Personal income (SA) 200 Day MA
4717 PI_mva050 Personal income (SA) 50 Day MA
4724 PCE_Log Log of Personal Consumption Expenditures (SA)
4725 PCE_mva365 Personal Consumption Expenditures (SA) 365 Day MA
4726 PCE_mva200 Personal Consumption Expenditures (SA) 200 Day MA
4727 PCE_mva050 Personal Consumption Expenditures (SA) 50 Day MA
4734 A053RC1Q027SBEA_Log Log of National income: Corporate profits before tax (without IVA and CCAdj)
4735 A053RC1Q027SBEA_mva365 National income: Corporate profits before tax (without IVA and CCAdj) 365 Day MA
4736 A053RC1Q027SBEA_mva200 National income: Corporate profits before tax (without IVA and CCAdj) 200 Day MA
4737 A053RC1Q027SBEA_mva050 National income: Corporate profits before tax (without IVA and CCAdj) 50 Day MA
4740 CPROFIT_YoY5 Corporate Profits with Inventory Valuation Adjustment (IVA) and Capital Consumption Adjustment (CCAdj) 5 Year over 5 Year
4744 CPROFIT_Log Log of Corporate Profits with Inventory Valuation Adjustment (IVA) and Capital Consumption Adjustment (CCAdj)
4745 CPROFIT_mva365 Corporate Profits with Inventory Valuation Adjustment (IVA) and Capital Consumption Adjustment (CCAdj) 365 Day MA
4746 CPROFIT_mva200 Corporate Profits with Inventory Valuation Adjustment (IVA) and Capital Consumption Adjustment (CCAdj) 200 Day MA
4747 CPROFIT_mva050 Corporate Profits with Inventory Valuation Adjustment (IVA) and Capital Consumption Adjustment (CCAdj) 50 Day MA
4751 SPY.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
4752 SPY.Open_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
4754 SPY.Open_Log Log of
4755 SPY.Open_mva365 365 Day MA
4756 SPY.Open_mva200 200 Day MA
4757 SPY.Open_mva050 50 Day MA
4761 SPY.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
4762 SPY.High_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
4764 SPY.High_Log Log of
4765 SPY.High_mva365 365 Day MA
4766 SPY.High_mva200 200 Day MA
4767 SPY.High_mva050 50 Day MA
4771 SPY.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
4772 SPY.Low_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
4774 SPY.Low_Log Log of
4775 SPY.Low_mva365 365 Day MA
4776 SPY.Low_mva200 200 Day MA
4777 SPY.Low_mva050 50 Day MA
4781 SPY.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
4782 SPY.Close_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
4784 SPY.Close_Log Log of
4785 SPY.Close_mva365 365 Day MA
4786 SPY.Close_mva200 200 Day MA
4787 SPY.Close_mva050 50 Day MA
4793 SPY.Volume_SmoothDer Derivative of Smoothed
4801 SPY.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
4802 SPY.Adjusted_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
4804 SPY.Adjusted_Log Log of
4805 SPY.Adjusted_mva365 365 Day MA
4806 SPY.Adjusted_mva200 200 Day MA
4807 SPY.Adjusted_mva050 50 Day MA
4808 MDY.Open_YoY Year over Year
4811 MDY.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
4812 MDY.Open_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
4814 MDY.Open_Log Log of
4815 MDY.Open_mva365 365 Day MA
4816 MDY.Open_mva200 200 Day MA
4817 MDY.Open_mva050 50 Day MA
4818 MDY.High_YoY Year over Year
4821 MDY.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
4822 MDY.High_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
4824 MDY.High_Log Log of
4825 MDY.High_mva365 365 Day MA
4826 MDY.High_mva200 200 Day MA
4827 MDY.High_mva050 50 Day MA
4828 MDY.Low_YoY Year over Year
4831 MDY.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
4832 MDY.Low_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
4834 MDY.Low_Log Log of
4835 MDY.Low_mva365 365 Day MA
4836 MDY.Low_mva200 200 Day MA
4837 MDY.Low_mva050 50 Day MA
4841 MDY.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
4842 MDY.Close_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
4844 MDY.Close_Log Log of
4845 MDY.Close_mva365 365 Day MA
4846 MDY.Close_mva200 200 Day MA
4847 MDY.Close_mva050 50 Day MA
4853 MDY.Volume_SmoothDer Derivative of Smoothed
4861 MDY.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
4862 MDY.Adjusted_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
4864 MDY.Adjusted_Log Log of
4865 MDY.Adjusted_mva365 365 Day MA
4866 MDY.Adjusted_mva200 200 Day MA
4867 MDY.Adjusted_mva050 50 Day MA
4868 EES.Open_YoY Year over Year
4871 EES.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
4872 EES.Open_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
4874 EES.Open_Log Log of
4875 EES.Open_mva365 365 Day MA
4876 EES.Open_mva200 200 Day MA
4877 EES.Open_mva050 50 Day MA
4878 EES.High_YoY Year over Year
4881 EES.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
4882 EES.High_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
4883 EES.High_SmoothDer Derivative of Smoothed
4884 EES.High_Log Log of
4885 EES.High_mva365 365 Day MA
4886 EES.High_mva200 200 Day MA
4887 EES.High_mva050 50 Day MA
4888 EES.Low_YoY Year over Year
4891 EES.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
4892 EES.Low_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
4894 EES.Low_Log Log of
4895 EES.Low_mva365 365 Day MA
4896 EES.Low_mva200 200 Day MA
4897 EES.Low_mva050 50 Day MA
4898 EES.Close_YoY Year over Year
4901 EES.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
4902 EES.Close_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
4903 EES.Close_SmoothDer Derivative of Smoothed
4904 EES.Close_Log Log of
4905 EES.Close_mva365 365 Day MA
4906 EES.Close_mva200 200 Day MA
4907 EES.Close_mva050 50 Day MA
4913 EES.Volume_SmoothDer Derivative of Smoothed
4914 EES.Volume_Log Log of
4918 EES.Adjusted_YoY Year over Year
4921 EES.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
4922 EES.Adjusted_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
4923 EES.Adjusted_SmoothDer Derivative of Smoothed
4924 EES.Adjusted_Log Log of
4925 EES.Adjusted_mva365 365 Day MA
4926 EES.Adjusted_mva200 200 Day MA
4927 EES.Adjusted_mva050 50 Day MA
4928 IJR.Open_YoY Year over Year
4931 IJR.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
4932 IJR.Open_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
4934 IJR.Open_Log Log of
4935 IJR.Open_mva365 365 Day MA
4936 IJR.Open_mva200 200 Day MA
4937 IJR.Open_mva050 50 Day MA
4938 IJR.High_YoY Year over Year
4941 IJR.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
4942 IJR.High_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
4944 IJR.High_Log Log of
4945 IJR.High_mva365 365 Day MA
4946 IJR.High_mva200 200 Day MA
4947 IJR.High_mva050 50 Day MA
4948 IJR.Low_YoY Year over Year
4951 IJR.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
4952 IJR.Low_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
4954 IJR.Low_Log Log of
4955 IJR.Low_mva365 365 Day MA
4956 IJR.Low_mva200 200 Day MA
4957 IJR.Low_mva050 50 Day MA
4958 IJR.Close_YoY Year over Year
4961 IJR.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
4962 IJR.Close_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
4964 IJR.Close_Log Log of
4965 IJR.Close_mva365 365 Day MA
4966 IJR.Close_mva200 200 Day MA
4967 IJR.Close_mva050 50 Day MA
4973 IJR.Volume_SmoothDer Derivative of Smoothed
4978 IJR.Adjusted_YoY Year over Year
4981 IJR.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
4982 IJR.Adjusted_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
4984 IJR.Adjusted_Log Log of
4985 IJR.Adjusted_mva365 365 Day MA
4986 IJR.Adjusted_mva200 200 Day MA
4987 IJR.Adjusted_mva050 50 Day MA
4991 VGSTX.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
4994 VGSTX.Open_Log Log of
4995 VGSTX.Open_mva365 365 Day MA
4996 VGSTX.Open_mva200 200 Day MA
4997 VGSTX.Open_mva050 50 Day MA
5001 VGSTX.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5004 VGSTX.High_Log Log of
5005 VGSTX.High_mva365 365 Day MA
5006 VGSTX.High_mva200 200 Day MA
5007 VGSTX.High_mva050 50 Day MA
5011 VGSTX.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5014 VGSTX.Low_Log Log of
5015 VGSTX.Low_mva365 365 Day MA
5016 VGSTX.Low_mva200 200 Day MA
5017 VGSTX.Low_mva050 50 Day MA
5021 VGSTX.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5024 VGSTX.Close_Log Log of
5025 VGSTX.Close_mva365 365 Day MA
5026 VGSTX.Close_mva200 200 Day MA
5027 VGSTX.Close_mva050 50 Day MA
5028 VGSTX.Volume_YoY Year over Year
5029 VGSTX.Volume_YoY4 4 Year over 4 Year
5030 VGSTX.Volume_YoY5 5 Year over 5 Year
5031 VGSTX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5032 VGSTX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
5033 VGSTX.Volume_SmoothDer Derivative of Smoothed
5034 VGSTX.Volume_Log Log of
5035 VGSTX.Volume_mva365 365 Day MA
5036 VGSTX.Volume_mva200 200 Day MA
5037 VGSTX.Volume_mva050 50 Day MA
5041 VGSTX.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5044 VGSTX.Adjusted_Log Log of
5045 VGSTX.Adjusted_mva365 365 Day MA
5046 VGSTX.Adjusted_mva200 200 Day MA
5047 VGSTX.Adjusted_mva050 50 Day MA
5051 VFINX.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5052 VFINX.Open_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
5054 VFINX.Open_Log Log of
5055 VFINX.Open_mva365 365 Day MA
5056 VFINX.Open_mva200 200 Day MA
5057 VFINX.Open_mva050 50 Day MA
5061 VFINX.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5062 VFINX.High_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
5064 VFINX.High_Log Log of
5065 VFINX.High_mva365 365 Day MA
5066 VFINX.High_mva200 200 Day MA
5067 VFINX.High_mva050 50 Day MA
5071 VFINX.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5072 VFINX.Low_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
5074 VFINX.Low_Log Log of
5075 VFINX.Low_mva365 365 Day MA
5076 VFINX.Low_mva200 200 Day MA
5077 VFINX.Low_mva050 50 Day MA
5081 VFINX.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5082 VFINX.Close_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
5084 VFINX.Close_Log Log of
5085 VFINX.Close_mva365 365 Day MA
5086 VFINX.Close_mva200 200 Day MA
5087 VFINX.Close_mva050 50 Day MA
5088 VFINX.Volume_YoY Year over Year
5089 VFINX.Volume_YoY4 4 Year over 4 Year
5090 VFINX.Volume_YoY5 5 Year over 5 Year
5091 VFINX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5092 VFINX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
5093 VFINX.Volume_SmoothDer Derivative of Smoothed
5094 VFINX.Volume_Log Log of
5095 VFINX.Volume_mva365 365 Day MA
5096 VFINX.Volume_mva200 200 Day MA
5097 VFINX.Volume_mva050 50 Day MA
5101 VFINX.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5102 VFINX.Adjusted_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
5104 VFINX.Adjusted_Log Log of
5105 VFINX.Adjusted_mva365 365 Day MA
5106 VFINX.Adjusted_mva200 200 Day MA
5107 VFINX.Adjusted_mva050 50 Day MA
5111 VOE.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5112 VOE.Open_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
5114 VOE.Open_Log Log of
5115 VOE.Open_mva365 365 Day MA
5116 VOE.Open_mva200 200 Day MA
5117 VOE.Open_mva050 50 Day MA
5121 VOE.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5122 VOE.High_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
5124 VOE.High_Log Log of
5125 VOE.High_mva365 365 Day MA
5126 VOE.High_mva200 200 Day MA
5127 VOE.High_mva050 50 Day MA
5131 VOE.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5132 VOE.Low_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
5134 VOE.Low_Log Log of
5135 VOE.Low_mva365 365 Day MA
5136 VOE.Low_mva200 200 Day MA
5137 VOE.Low_mva050 50 Day MA
5141 VOE.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5142 VOE.Close_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
5144 VOE.Close_Log Log of
5145 VOE.Close_mva365 365 Day MA
5146 VOE.Close_mva200 200 Day MA
5147 VOE.Close_mva050 50 Day MA
5151 VOE.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5153 VOE.Volume_SmoothDer Derivative of Smoothed
5161 VOE.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5162 VOE.Adjusted_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
5164 VOE.Adjusted_Log Log of
5165 VOE.Adjusted_mva365 365 Day MA
5166 VOE.Adjusted_mva200 200 Day MA
5167 VOE.Adjusted_mva050 50 Day MA
5168 VOT.Open_YoY Year over Year
5170 VOT.Open_YoY5 5 Year over 5 Year
5171 VOT.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5172 VOT.Open_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
5174 VOT.Open_Log Log of
5175 VOT.Open_mva365 365 Day MA
5176 VOT.Open_mva200 200 Day MA
5177 VOT.Open_mva050 50 Day MA
5180 VOT.High_YoY5 5 Year over 5 Year
5181 VOT.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5182 VOT.High_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
5184 VOT.High_Log Log of
5185 VOT.High_mva365 365 Day MA
5186 VOT.High_mva200 200 Day MA
5187 VOT.High_mva050 50 Day MA
5190 VOT.Low_YoY5 5 Year over 5 Year
5191 VOT.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5192 VOT.Low_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
5194 VOT.Low_Log Log of
5195 VOT.Low_mva365 365 Day MA
5196 VOT.Low_mva200 200 Day MA
5197 VOT.Low_mva050 50 Day MA
5201 VOT.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5202 VOT.Close_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
5204 VOT.Close_Log Log of
5205 VOT.Close_mva365 365 Day MA
5206 VOT.Close_mva200 200 Day MA
5207 VOT.Close_mva050 50 Day MA
5221 VOT.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5222 VOT.Adjusted_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
5224 VOT.Adjusted_Log Log of
5225 VOT.Adjusted_mva365 365 Day MA
5226 VOT.Adjusted_mva200 200 Day MA
5227 VOT.Adjusted_mva050 50 Day MA
5228 TMFGX.Open_YoY Year over Year
5234 TMFGX.Open_Log Log of
5235 TMFGX.Open_mva365 365 Day MA
5236 TMFGX.Open_mva200 200 Day MA
5237 TMFGX.Open_mva050 50 Day MA
5238 TMFGX.High_YoY Year over Year
5244 TMFGX.High_Log Log of
5245 TMFGX.High_mva365 365 Day MA
5246 TMFGX.High_mva200 200 Day MA
5247 TMFGX.High_mva050 50 Day MA
5248 TMFGX.Low_YoY Year over Year
5254 TMFGX.Low_Log Log of
5255 TMFGX.Low_mva365 365 Day MA
5256 TMFGX.Low_mva200 200 Day MA
5257 TMFGX.Low_mva050 50 Day MA
5258 TMFGX.Close_YoY Year over Year
5264 TMFGX.Close_Log Log of
5265 TMFGX.Close_mva365 365 Day MA
5266 TMFGX.Close_mva200 200 Day MA
5267 TMFGX.Close_mva050 50 Day MA
5268 TMFGX.Volume_YoY Year over Year
5269 TMFGX.Volume_YoY4 4 Year over 4 Year
5270 TMFGX.Volume_YoY5 5 Year over 5 Year
5271 TMFGX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5272 TMFGX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
5273 TMFGX.Volume_SmoothDer Derivative of Smoothed
5274 TMFGX.Volume_Log Log of
5275 TMFGX.Volume_mva365 365 Day MA
5276 TMFGX.Volume_mva200 200 Day MA
5277 TMFGX.Volume_mva050 50 Day MA
5278 TMFGX.Adjusted_YoY Year over Year
5284 TMFGX.Adjusted_Log Log of
5285 TMFGX.Adjusted_mva365 365 Day MA
5286 TMFGX.Adjusted_mva200 200 Day MA
5287 TMFGX.Adjusted_mva050 50 Day MA
5288 IWM.Open_YoY Year over Year
5291 IWM.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5292 IWM.Open_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
5294 IWM.Open_Log Log of
5295 IWM.Open_mva365 365 Day MA
5296 IWM.Open_mva200 200 Day MA
5297 IWM.Open_mva050 50 Day MA
5298 IWM.High_YoY Year over Year
5300 IWM.High_YoY5 5 Year over 5 Year
5301 IWM.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5302 IWM.High_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
5304 IWM.High_Log Log of
5305 IWM.High_mva365 365 Day MA
5306 IWM.High_mva200 200 Day MA
5307 IWM.High_mva050 50 Day MA
5308 IWM.Low_YoY Year over Year
5310 IWM.Low_YoY5 5 Year over 5 Year
5311 IWM.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5312 IWM.Low_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
5314 IWM.Low_Log Log of
5315 IWM.Low_mva365 365 Day MA
5316 IWM.Low_mva200 200 Day MA
5317 IWM.Low_mva050 50 Day MA
5318 IWM.Close_YoY Year over Year
5320 IWM.Close_YoY5 5 Year over 5 Year
5321 IWM.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5322 IWM.Close_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
5324 IWM.Close_Log Log of
5325 IWM.Close_mva365 365 Day MA
5326 IWM.Close_mva200 200 Day MA
5327 IWM.Close_mva050 50 Day MA
5333 IWM.Volume_SmoothDer Derivative of Smoothed
5338 IWM.Adjusted_YoY Year over Year
5340 IWM.Adjusted_YoY5 5 Year over 5 Year
5341 IWM.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5342 IWM.Adjusted_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
5344 IWM.Adjusted_Log Log of
5345 IWM.Adjusted_mva365 365 Day MA
5346 IWM.Adjusted_mva200 200 Day MA
5347 IWM.Adjusted_mva050 50 Day MA
5351 ONEQ.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5352 ONEQ.Open_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
5354 ONEQ.Open_Log Log of
5355 ONEQ.Open_mva365 365 Day MA
5356 ONEQ.Open_mva200 200 Day MA
5357 ONEQ.Open_mva050 50 Day MA
5361 ONEQ.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5362 ONEQ.High_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
5364 ONEQ.High_Log Log of
5365 ONEQ.High_mva365 365 Day MA
5366 ONEQ.High_mva200 200 Day MA
5367 ONEQ.High_mva050 50 Day MA
5371 ONEQ.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5372 ONEQ.Low_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
5375 ONEQ.Low_mva365 365 Day MA
5376 ONEQ.Low_mva200 200 Day MA
5377 ONEQ.Low_mva050 50 Day MA
5381 ONEQ.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5382 ONEQ.Close_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
5384 ONEQ.Close_Log Log of
5385 ONEQ.Close_mva365 365 Day MA
5386 ONEQ.Close_mva200 200 Day MA
5387 ONEQ.Close_mva050 50 Day MA
5401 ONEQ.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5402 ONEQ.Adjusted_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
5404 ONEQ.Adjusted_Log Log of
5405 ONEQ.Adjusted_mva365 365 Day MA
5406 ONEQ.Adjusted_mva200 200 Day MA
5407 ONEQ.Adjusted_mva050 50 Day MA
5408 FSMAX.Open_YoY Year over Year
5410 FSMAX.Open_YoY5 5 Year over 5 Year
5411 FSMAX.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5412 FSMAX.Open_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
5414 FSMAX.Open_Log Log of
5415 FSMAX.Open_mva365 365 Day MA
5416 FSMAX.Open_mva200 200 Day MA
5417 FSMAX.Open_mva050 50 Day MA
5418 FSMAX.High_YoY Year over Year
5420 FSMAX.High_YoY5 5 Year over 5 Year
5421 FSMAX.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5422 FSMAX.High_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
5424 FSMAX.High_Log Log of
5425 FSMAX.High_mva365 365 Day MA
5426 FSMAX.High_mva200 200 Day MA
5427 FSMAX.High_mva050 50 Day MA
5428 FSMAX.Low_YoY Year over Year
5430 FSMAX.Low_YoY5 5 Year over 5 Year
5431 FSMAX.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5432 FSMAX.Low_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
5434 FSMAX.Low_Log Log of
5435 FSMAX.Low_mva365 365 Day MA
5436 FSMAX.Low_mva200 200 Day MA
5437 FSMAX.Low_mva050 50 Day MA
5438 FSMAX.Close_YoY Year over Year
5440 FSMAX.Close_YoY5 5 Year over 5 Year
5441 FSMAX.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5442 FSMAX.Close_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
5444 FSMAX.Close_Log Log of
5445 FSMAX.Close_mva365 365 Day MA
5446 FSMAX.Close_mva200 200 Day MA
5447 FSMAX.Close_mva050 50 Day MA
5448 FSMAX.Volume_YoY Year over Year
5449 FSMAX.Volume_YoY4 4 Year over 4 Year
5450 FSMAX.Volume_YoY5 5 Year over 5 Year
5451 FSMAX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5452 FSMAX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
5453 FSMAX.Volume_SmoothDer Derivative of Smoothed
5454 FSMAX.Volume_Log Log of
5455 FSMAX.Volume_mva365 365 Day MA
5456 FSMAX.Volume_mva200 200 Day MA
5457 FSMAX.Volume_mva050 50 Day MA
5458 FSMAX.Adjusted_YoY Year over Year
5460 FSMAX.Adjusted_YoY5 5 Year over 5 Year
5461 FSMAX.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5462 FSMAX.Adjusted_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
5464 FSMAX.Adjusted_Log Log of
5465 FSMAX.Adjusted_mva365 365 Day MA
5466 FSMAX.Adjusted_mva200 200 Day MA
5467 FSMAX.Adjusted_mva050 50 Day MA
5471 FXNAX.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5475 FXNAX.Open_mva365 365 Day MA
5476 FXNAX.Open_mva200 200 Day MA
5481 FXNAX.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5485 FXNAX.High_mva365 365 Day MA
5486 FXNAX.High_mva200 200 Day MA
5491 FXNAX.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5495 FXNAX.Low_mva365 365 Day MA
5496 FXNAX.Low_mva200 200 Day MA
5501 FXNAX.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5505 FXNAX.Close_mva365 365 Day MA
5506 FXNAX.Close_mva200 200 Day MA
5508 FXNAX.Volume_YoY Year over Year
5509 FXNAX.Volume_YoY4 4 Year over 4 Year
5510 FXNAX.Volume_YoY5 5 Year over 5 Year
5511 FXNAX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5512 FXNAX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
5513 FXNAX.Volume_SmoothDer Derivative of Smoothed
5514 FXNAX.Volume_Log Log of
5515 FXNAX.Volume_mva365 365 Day MA
5516 FXNAX.Volume_mva200 200 Day MA
5517 FXNAX.Volume_mva050 50 Day MA
5521 FXNAX.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5525 FXNAX.Adjusted_mva365 365 Day MA
5526 FXNAX.Adjusted_mva200 200 Day MA
5531 HAINX.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5535 HAINX.Open_mva365 365 Day MA
5536 HAINX.Open_mva200 200 Day MA
5541 HAINX.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5545 HAINX.High_mva365 365 Day MA
5546 HAINX.High_mva200 200 Day MA
5551 HAINX.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5555 HAINX.Low_mva365 365 Day MA
5556 HAINX.Low_mva200 200 Day MA
5561 HAINX.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5565 HAINX.Close_mva365 365 Day MA
5566 HAINX.Close_mva200 200 Day MA
5568 HAINX.Volume_YoY Year over Year
5569 HAINX.Volume_YoY4 4 Year over 4 Year
5570 HAINX.Volume_YoY5 5 Year over 5 Year
5571 HAINX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5572 HAINX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
5573 HAINX.Volume_SmoothDer Derivative of Smoothed
5574 HAINX.Volume_Log Log of
5575 HAINX.Volume_mva365 365 Day MA
5576 HAINX.Volume_mva200 200 Day MA
5577 HAINX.Volume_mva050 50 Day MA
5581 HAINX.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5585 HAINX.Adjusted_mva365 365 Day MA
5586 HAINX.Adjusted_mva200 200 Day MA
5591 HNACX.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5592 HNACX.Open_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
5594 HNACX.Open_Log Log of
5595 HNACX.Open_mva365 365 Day MA
5596 HNACX.Open_mva200 200 Day MA
5597 HNACX.Open_mva050 50 Day MA
5601 HNACX.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5602 HNACX.High_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
5604 HNACX.High_Log Log of
5605 HNACX.High_mva365 365 Day MA
5606 HNACX.High_mva200 200 Day MA
5607 HNACX.High_mva050 50 Day MA
5611 HNACX.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5612 HNACX.Low_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
5614 HNACX.Low_Log Log of
5615 HNACX.Low_mva365 365 Day MA
5616 HNACX.Low_mva200 200 Day MA
5617 HNACX.Low_mva050 50 Day MA
5621 HNACX.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5622 HNACX.Close_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
5624 HNACX.Close_Log Log of
5625 HNACX.Close_mva365 365 Day MA
5626 HNACX.Close_mva200 200 Day MA
5627 HNACX.Close_mva050 50 Day MA
5628 HNACX.Volume_YoY Year over Year
5629 HNACX.Volume_YoY4 4 Year over 4 Year
5630 HNACX.Volume_YoY5 5 Year over 5 Year
5631 HNACX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5632 HNACX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
5633 HNACX.Volume_SmoothDer Derivative of Smoothed
5634 HNACX.Volume_Log Log of
5635 HNACX.Volume_mva365 365 Day MA
5636 HNACX.Volume_mva200 200 Day MA
5637 HNACX.Volume_mva050 50 Day MA
5641 HNACX.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5642 HNACX.Adjusted_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
5644 HNACX.Adjusted_Log Log of
5645 HNACX.Adjusted_mva365 365 Day MA
5646 HNACX.Adjusted_mva200 200 Day MA
5647 HNACX.Adjusted_mva050 50 Day MA
5651 VEU.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5655 VEU.Open_mva365 365 Day MA
5656 VEU.Open_mva200 200 Day MA
5661 VEU.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5665 VEU.High_mva365 365 Day MA
5666 VEU.High_mva200 200 Day MA
5671 VEU.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5675 VEU.Low_mva365 365 Day MA
5676 VEU.Low_mva200 200 Day MA
5681 VEU.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5685 VEU.Close_mva365 365 Day MA
5686 VEU.Close_mva200 200 Day MA
5691 VEU.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5693 VEU.Volume_SmoothDer Derivative of Smoothed
5701 VEU.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5705 VEU.Adjusted_mva365 365 Day MA
5706 VEU.Adjusted_mva200 200 Day MA
5711 VEIRX.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5712 VEIRX.Open_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
5714 VEIRX.Open_Log Log of
5715 VEIRX.Open_mva365 365 Day MA
5716 VEIRX.Open_mva200 200 Day MA
5717 VEIRX.Open_mva050 50 Day MA
5721 VEIRX.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5722 VEIRX.High_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
5724 VEIRX.High_Log Log of
5725 VEIRX.High_mva365 365 Day MA
5726 VEIRX.High_mva200 200 Day MA
5727 VEIRX.High_mva050 50 Day MA
5731 VEIRX.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5732 VEIRX.Low_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
5734 VEIRX.Low_Log Log of
5735 VEIRX.Low_mva365 365 Day MA
5736 VEIRX.Low_mva200 200 Day MA
5737 VEIRX.Low_mva050 50 Day MA
5741 VEIRX.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5742 VEIRX.Close_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
5744 VEIRX.Close_Log Log of
5745 VEIRX.Close_mva365 365 Day MA
5746 VEIRX.Close_mva200 200 Day MA
5747 VEIRX.Close_mva050 50 Day MA
5748 VEIRX.Volume_YoY Year over Year
5749 VEIRX.Volume_YoY4 4 Year over 4 Year
5750 VEIRX.Volume_YoY5 5 Year over 5 Year
5751 VEIRX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5752 VEIRX.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
5753 VEIRX.Volume_SmoothDer Derivative of Smoothed
5754 VEIRX.Volume_Log Log of
5755 VEIRX.Volume_mva365 365 Day MA
5756 VEIRX.Volume_mva200 200 Day MA
5757 VEIRX.Volume_mva050 50 Day MA
5761 VEIRX.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5762 VEIRX.Adjusted_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
5764 VEIRX.Adjusted_Log Log of
5765 VEIRX.Adjusted_mva365 365 Day MA
5766 VEIRX.Adjusted_mva200 200 Day MA
5767 VEIRX.Adjusted_mva050 50 Day MA
5813 BIL.Volume_SmoothDer Derivative of Smoothed
5821 BIL.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5822 BIL.Adjusted_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
5825 BIL.Adjusted_mva365 365 Day MA
5826 BIL.Adjusted_mva200 200 Day MA
5827 BIL.Adjusted_mva050 50 Day MA
5828 IVOO.Open_YoY Year over Year
5831 IVOO.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5832 IVOO.Open_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
5834 IVOO.Open_Log Log of
5835 IVOO.Open_mva365 365 Day MA
5836 IVOO.Open_mva200 200 Day MA
5837 IVOO.Open_mva050 50 Day MA
5838 IVOO.High_YoY Year over Year
5841 IVOO.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5842 IVOO.High_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
5844 IVOO.High_Log Log of
5845 IVOO.High_mva365 365 Day MA
5846 IVOO.High_mva200 200 Day MA
5847 IVOO.High_mva050 50 Day MA
5848 IVOO.Low_YoY Year over Year
5851 IVOO.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5852 IVOO.Low_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
5854 IVOO.Low_Log Log of
5855 IVOO.Low_mva365 365 Day MA
5856 IVOO.Low_mva200 200 Day MA
5857 IVOO.Low_mva050 50 Day MA
5861 IVOO.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5862 IVOO.Close_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
5864 IVOO.Close_Log Log of
5865 IVOO.Close_mva365 365 Day MA
5866 IVOO.Close_mva200 200 Day MA
5867 IVOO.Close_mva050 50 Day MA
5873 IVOO.Volume_SmoothDer Derivative of Smoothed
5874 IVOO.Volume_Log Log of
5881 IVOO.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5882 IVOO.Adjusted_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
5884 IVOO.Adjusted_Log Log of
5885 IVOO.Adjusted_mva365 365 Day MA
5886 IVOO.Adjusted_mva200 200 Day MA
5887 IVOO.Adjusted_mva050 50 Day MA
5888 VO.Open_YoY Year over Year
5890 VO.Open_YoY5 5 Year over 5 Year
5891 VO.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5892 VO.Open_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
5894 VO.Open_Log Log of
5895 VO.Open_mva365 365 Day MA
5896 VO.Open_mva200 200 Day MA
5897 VO.Open_mva050 50 Day MA
5900 VO.High_YoY5 5 Year over 5 Year
5901 VO.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5902 VO.High_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
5904 VO.High_Log Log of
5905 VO.High_mva365 365 Day MA
5906 VO.High_mva200 200 Day MA
5907 VO.High_mva050 50 Day MA
5910 VO.Low_YoY5 5 Year over 5 Year
5911 VO.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5912 VO.Low_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
5914 VO.Low_Log Log of
5915 VO.Low_mva365 365 Day MA
5916 VO.Low_mva200 200 Day MA
5917 VO.Low_mva050 50 Day MA
5920 VO.Close_YoY5 5 Year over 5 Year
5921 VO.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5922 VO.Close_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
5924 VO.Close_Log Log of
5925 VO.Close_mva365 365 Day MA
5926 VO.Close_mva200 200 Day MA
5927 VO.Close_mva050 50 Day MA
5931 VO.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5933 VO.Volume_SmoothDer Derivative of Smoothed
5934 VO.Volume_Log Log of
5940 VO.Adjusted_YoY5 5 Year over 5 Year
5941 VO.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5942 VO.Adjusted_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
5944 VO.Adjusted_Log Log of
5945 VO.Adjusted_mva365 365 Day MA
5946 VO.Adjusted_mva200 200 Day MA
5947 VO.Adjusted_mva050 50 Day MA
5951 CZA.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5952 CZA.Open_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
5954 CZA.Open_Log Log of
5955 CZA.Open_mva365 365 Day MA
5956 CZA.Open_mva200 200 Day MA
5957 CZA.Open_mva050 50 Day MA
5961 CZA.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5962 CZA.High_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
5964 CZA.High_Log Log of
5965 CZA.High_mva365 365 Day MA
5966 CZA.High_mva200 200 Day MA
5967 CZA.High_mva050 50 Day MA
5971 CZA.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5972 CZA.Low_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
5974 CZA.Low_Log Log of
5975 CZA.Low_mva365 365 Day MA
5976 CZA.Low_mva200 200 Day MA
5977 CZA.Low_mva050 50 Day MA
5981 CZA.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
5982 CZA.Close_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
5984 CZA.Close_Log Log of
5985 CZA.Close_mva365 365 Day MA
5986 CZA.Close_mva200 200 Day MA
5987 CZA.Close_mva050 50 Day MA
5994 CZA.Volume_Log Log of
6001 CZA.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6002 CZA.Adjusted_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
6004 CZA.Adjusted_Log Log of
6005 CZA.Adjusted_mva365 365 Day MA
6006 CZA.Adjusted_mva200 200 Day MA
6007 CZA.Adjusted_mva050 50 Day MA
6008 VYM.Open_YoY Year over Year
6011 VYM.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6012 VYM.Open_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
6014 VYM.Open_Log Log of
6015 VYM.Open_mva365 365 Day MA
6016 VYM.Open_mva200 200 Day MA
6017 VYM.Open_mva050 50 Day MA
6018 VYM.High_YoY Year over Year
6021 VYM.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6022 VYM.High_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
6024 VYM.High_Log Log of
6025 VYM.High_mva365 365 Day MA
6026 VYM.High_mva200 200 Day MA
6027 VYM.High_mva050 50 Day MA
6031 VYM.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6032 VYM.Low_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
6034 VYM.Low_Log Log of
6035 VYM.Low_mva365 365 Day MA
6036 VYM.Low_mva200 200 Day MA
6037 VYM.Low_mva050 50 Day MA
6041 VYM.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6044 VYM.Close_Log Log of
6045 VYM.Close_mva365 365 Day MA
6046 VYM.Close_mva200 200 Day MA
6047 VYM.Close_mva050 50 Day MA
6051 VYM.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6053 VYM.Volume_SmoothDer Derivative of Smoothed
6061 VYM.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6064 VYM.Adjusted_Log Log of
6065 VYM.Adjusted_mva365 365 Day MA
6066 VYM.Adjusted_mva200 200 Day MA
6067 VYM.Adjusted_mva050 50 Day MA
6071 ACWI.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6072 ACWI.Open_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
6074 ACWI.Open_Log Log of
6075 ACWI.Open_mva365 365 Day MA
6076 ACWI.Open_mva200 200 Day MA
6077 ACWI.Open_mva050 50 Day MA
6081 ACWI.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6082 ACWI.High_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
6085 ACWI.High_mva365 365 Day MA
6086 ACWI.High_mva200 200 Day MA
6087 ACWI.High_mva050 50 Day MA
6091 ACWI.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6092 ACWI.Low_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
6094 ACWI.Low_Log Log of
6095 ACWI.Low_mva365 365 Day MA
6096 ACWI.Low_mva200 200 Day MA
6097 ACWI.Low_mva050 50 Day MA
6101 ACWI.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6105 ACWI.Close_mva365 365 Day MA
6106 ACWI.Close_mva200 200 Day MA
6107 ACWI.Close_mva050 50 Day MA
6113 ACWI.Volume_SmoothDer Derivative of Smoothed
6121 ACWI.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6125 ACWI.Adjusted_mva365 365 Day MA
6126 ACWI.Adjusted_mva200 200 Day MA
6127 ACWI.Adjusted_mva050 50 Day MA
6134 SLY.Open_Log Log of
6136 SLY.Open_mva200 200 Day MA
6137 SLY.Open_mva050 50 Day MA
6144 SLY.High_Log Log of
6146 SLY.High_mva200 200 Day MA
6147 SLY.High_mva050 50 Day MA
6154 SLY.Low_Log Log of
6156 SLY.Low_mva200 200 Day MA
6157 SLY.Low_mva050 50 Day MA
6164 SLY.Close_Log Log of
6166 SLY.Close_mva200 200 Day MA
6167 SLY.Close_mva050 50 Day MA
6174 SLY.Volume_Log Log of
6176 SLY.Volume_mva200 200 Day MA
6177 SLY.Volume_mva050 50 Day MA
6184 SLY.Adjusted_Log Log of
6186 SLY.Adjusted_mva200 200 Day MA
6187 SLY.Adjusted_mva050 50 Day MA
6191 QQQ.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6192 QQQ.Open_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
6194 QQQ.Open_Log Log of
6195 QQQ.Open_mva365 365 Day MA
6196 QQQ.Open_mva200 200 Day MA
6197 QQQ.Open_mva050 50 Day MA
6201 QQQ.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6202 QQQ.High_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
6204 QQQ.High_Log Log of
6205 QQQ.High_mva365 365 Day MA
6206 QQQ.High_mva200 200 Day MA
6207 QQQ.High_mva050 50 Day MA
6211 QQQ.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6212 QQQ.Low_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
6215 QQQ.Low_mva365 365 Day MA
6216 QQQ.Low_mva200 200 Day MA
6217 QQQ.Low_mva050 50 Day MA
6221 QQQ.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6225 QQQ.Close_mva365 365 Day MA
6226 QQQ.Close_mva200 200 Day MA
6227 QQQ.Close_mva050 50 Day MA
6233 QQQ.Volume_SmoothDer Derivative of Smoothed
6241 QQQ.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6245 QQQ.Adjusted_mva365 365 Day MA
6246 QQQ.Adjusted_mva200 200 Day MA
6247 QQQ.Adjusted_mva050 50 Day MA
6251 HYMB.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6255 HYMB.Open_mva365 365 Day MA
6256 HYMB.Open_mva200 200 Day MA
6261 HYMB.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6265 HYMB.High_mva365 365 Day MA
6266 HYMB.High_mva200 200 Day MA
6271 HYMB.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6275 HYMB.Low_mva365 365 Day MA
6276 HYMB.Low_mva200 200 Day MA
6281 HYMB.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6285 HYMB.Close_mva365 365 Day MA
6286 HYMB.Close_mva200 200 Day MA
6293 HYMB.Volume_SmoothDer Derivative of Smoothed
6294 HYMB.Volume_Log Log of
6301 HYMB.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6305 HYMB.Adjusted_mva365 365 Day MA
6306 HYMB.Adjusted_mva200 200 Day MA
6311 GOLD.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6313 GOLD.Open_SmoothDer Derivative of Smoothed
6314 GOLD.Open_Log Log of
6315 GOLD.Open_mva365 365 Day MA
6316 GOLD.Open_mva200 200 Day MA
6321 GOLD.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6323 GOLD.High_SmoothDer Derivative of Smoothed
6325 GOLD.High_mva365 365 Day MA
6326 GOLD.High_mva200 200 Day MA
6331 GOLD.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6333 GOLD.Low_SmoothDer Derivative of Smoothed
6335 GOLD.Low_mva365 365 Day MA
6336 GOLD.Low_mva200 200 Day MA
6341 GOLD.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6343 GOLD.Close_SmoothDer Derivative of Smoothed
6345 GOLD.Close_mva365 365 Day MA
6346 GOLD.Close_mva200 200 Day MA
6351 GOLD.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6352 GOLD.Volume_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
6354 GOLD.Volume_Log Log of
6355 GOLD.Volume_mva365 365 Day MA
6361 GOLD.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6363 GOLD.Adjusted_SmoothDer Derivative of Smoothed
6365 GOLD.Adjusted_mva365 365 Day MA
6366 GOLD.Adjusted_mva200 200 Day MA
6371 BKR.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6372 BKR.Open_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
6373 BKR.Open_SmoothDer Derivative of Smoothed
6374 BKR.Open_Log Log of
6375 BKR.Open_mva365 365 Day MA
6376 BKR.Open_mva200 200 Day MA
6377 BKR.Open_mva050 50 Day MA
6378 BKR.High_YoY Year over Year
6380 BKR.High_YoY5 5 Year over 5 Year
6381 BKR.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6382 BKR.High_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
6383 BKR.High_SmoothDer Derivative of Smoothed
6384 BKR.High_Log Log of
6385 BKR.High_mva365 365 Day MA
6386 BKR.High_mva200 200 Day MA
6387 BKR.High_mva050 50 Day MA
6390 BKR.Low_YoY5 5 Year over 5 Year
6391 BKR.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6392 BKR.Low_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
6393 BKR.Low_SmoothDer Derivative of Smoothed
6394 BKR.Low_Log Log of
6395 BKR.Low_mva365 365 Day MA
6396 BKR.Low_mva200 200 Day MA
6397 BKR.Low_mva050 50 Day MA
6398 BKR.Close_YoY Year over Year
6400 BKR.Close_YoY5 5 Year over 5 Year
6401 BKR.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6402 BKR.Close_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
6403 BKR.Close_SmoothDer Derivative of Smoothed
6404 BKR.Close_Log Log of
6405 BKR.Close_mva365 365 Day MA
6406 BKR.Close_mva200 200 Day MA
6407 BKR.Close_mva050 50 Day MA
6411 BKR.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6413 BKR.Volume_SmoothDer Derivative of Smoothed
6414 BKR.Volume_Log Log of
6418 BKR.Adjusted_YoY Year over Year
6420 BKR.Adjusted_YoY5 5 Year over 5 Year
6421 BKR.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6422 BKR.Adjusted_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
6423 BKR.Adjusted_SmoothDer Derivative of Smoothed
6424 BKR.Adjusted_Log Log of
6425 BKR.Adjusted_mva365 365 Day MA
6426 BKR.Adjusted_mva200 200 Day MA
6427 BKR.Adjusted_mva050 50 Day MA
6433 SLB.Open_SmoothDer Derivative of Smoothed
6443 SLB.High_SmoothDer Derivative of Smoothed
6453 SLB.Low_SmoothDer Derivative of Smoothed
6463 SLB.Close_SmoothDer Derivative of Smoothed
6471 SLB.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6475 SLB.Volume_mva365 365 Day MA
6476 SLB.Volume_mva200 200 Day MA
6483 SLB.Adjusted_SmoothDer Derivative of Smoothed
6494 HAL.Open_Log Log of
6531 HAL.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6534 HAL.Volume_Log Log of
6535 HAL.Volume_mva365 365 Day MA
6536 HAL.Volume_mva200 200 Day MA
6551 IP.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6553 IP.Open_SmoothDer Derivative of Smoothed
6554 IP.Open_Log Log of
6555 IP.Open_mva365 365 Day MA
6556 IP.Open_mva200 200 Day MA
6557 IP.Open_mva050 50 Day MA
6561 IP.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6563 IP.High_SmoothDer Derivative of Smoothed
6565 IP.High_mva365 365 Day MA
6566 IP.High_mva200 200 Day MA
6567 IP.High_mva050 50 Day MA
6568 IP.Low_YoY Year over Year
6571 IP.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6573 IP.Low_SmoothDer Derivative of Smoothed
6575 IP.Low_mva365 365 Day MA
6576 IP.Low_mva200 200 Day MA
6577 IP.Low_mva050 50 Day MA
6578 IP.Close_YoY Year over Year
6581 IP.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6583 IP.Close_SmoothDer Derivative of Smoothed
6585 IP.Close_mva365 365 Day MA
6586 IP.Close_mva200 200 Day MA
6587 IP.Close_mva050 50 Day MA
6598 IP.Adjusted_YoY Year over Year
6601 IP.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6603 IP.Adjusted_SmoothDer Derivative of Smoothed
6605 IP.Adjusted_mva365 365 Day MA
6606 IP.Adjusted_mva200 200 Day MA
6607 IP.Adjusted_mva050 50 Day MA
6611 PKG.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6613 PKG.Open_SmoothDer Derivative of Smoothed
6615 PKG.Open_mva365 365 Day MA
6616 PKG.Open_mva200 200 Day MA
6617 PKG.Open_mva050 50 Day MA
6618 PKG.High_YoY Year over Year
6621 PKG.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6622 PKG.High_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
6623 PKG.High_SmoothDer Derivative of Smoothed
6625 PKG.High_mva365 365 Day MA
6626 PKG.High_mva200 200 Day MA
6627 PKG.High_mva050 50 Day MA
6628 PKG.Low_YoY Year over Year
6630 PKG.Low_YoY5 5 Year over 5 Year
6631 PKG.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6632 PKG.Low_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
6633 PKG.Low_SmoothDer Derivative of Smoothed
6634 PKG.Low_Log Log of
6635 PKG.Low_mva365 365 Day MA
6636 PKG.Low_mva200 200 Day MA
6637 PKG.Low_mva050 50 Day MA
6638 PKG.Close_YoY Year over Year
6640 PKG.Close_YoY5 5 Year over 5 Year
6641 PKG.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6643 PKG.Close_SmoothDer Derivative of Smoothed
6645 PKG.Close_mva365 365 Day MA
6646 PKG.Close_mva200 200 Day MA
6647 PKG.Close_mva050 50 Day MA
6651 PKG.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6653 PKG.Volume_SmoothDer Derivative of Smoothed
6658 PKG.Adjusted_YoY Year over Year
6660 PKG.Adjusted_YoY5 5 Year over 5 Year
6661 PKG.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6663 PKG.Adjusted_SmoothDer Derivative of Smoothed
6665 PKG.Adjusted_mva365 365 Day MA
6666 PKG.Adjusted_mva200 200 Day MA
6667 PKG.Adjusted_mva050 50 Day MA
6735 FDX.Open_mva365 365 Day MA
6745 FDX.High_mva365 365 Day MA
6755 FDX.Low_mva365 365 Day MA
6765 FDX.Close_mva365 365 Day MA
6771 FDX.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6773 FDX.Volume_SmoothDer Derivative of Smoothed
6785 FDX.Adjusted_mva365 365 Day MA
6786 FDX.Adjusted_mva200 200 Day MA
6791 T.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6792 T.Open_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
6793 T.Open_SmoothDer Derivative of Smoothed
6794 T.Open_Log Log of
6795 T.Open_mva365 365 Day MA
6796 T.Open_mva200 200 Day MA
6797 T.Open_mva050 50 Day MA
6801 T.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6802 T.High_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
6803 T.High_SmoothDer Derivative of Smoothed
6805 T.High_mva365 365 Day MA
6806 T.High_mva200 200 Day MA
6807 T.High_mva050 50 Day MA
6811 T.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6812 T.Low_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
6813 T.Low_SmoothDer Derivative of Smoothed
6814 T.Low_Log Log of
6815 T.Low_mva365 365 Day MA
6816 T.Low_mva200 200 Day MA
6817 T.Low_mva050 50 Day MA
6821 T.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6822 T.Close_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
6823 T.Close_SmoothDer Derivative of Smoothed
6825 T.Close_mva365 365 Day MA
6826 T.Close_mva200 200 Day MA
6827 T.Close_mva050 50 Day MA
6841 T.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6842 T.Adjusted_Smooth.short Savitsky-Golay Smoothed (p=3, n=15)
6843 T.Adjusted_SmoothDer Derivative of Smoothed
6845 T.Adjusted_mva365 365 Day MA
6846 T.Adjusted_mva200 200 Day MA
6847 T.Adjusted_mva050 50 Day MA
6851 VZ.Open_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6855 VZ.Open_mva365 365 Day MA
6856 VZ.Open_mva200 200 Day MA
6861 VZ.High_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6865 VZ.High_mva365 365 Day MA
6866 VZ.High_mva200 200 Day MA
6871 VZ.Low_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6875 VZ.Low_mva365 365 Day MA
6876 VZ.Low_mva200 200 Day MA
6881 VZ.Close_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6885 VZ.Close_mva365 365 Day MA
6886 VZ.Close_mva200 200 Day MA
6891 VZ.Volume_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6901 VZ.Adjusted_Smooth Savitsky-Golay Smoothed (p=3, n=365)
6905 VZ.Adjusted_mva365 365 Day MA
6906 VZ.Adjusted_mva200 200 Day MA
6908 PETA103600001M_YoY U.S. Total Gasoline Retail Sales by Refiners, Monthly Year over Year
6910 PETA103600001M_YoY5 U.S. Total Gasoline Retail Sales by Refiners, Monthly 5 Year over 5 Year
6914 PETA103600001M_Log Log of U.S. Total Gasoline Retail Sales by Refiners, Monthly
6915 PETA103600001M_mva365 U.S. Total Gasoline Retail Sales by Refiners, Monthly 365 Day MA
6916 PETA103600001M_mva200 U.S. Total Gasoline Retail Sales by Refiners, Monthly 200 Day MA
6917 PETA103600001M_mva050 U.S. Total Gasoline Retail Sales by Refiners, Monthly 50 Day MA
6918 PETA123600001M_YoY U.S. Regular Gasoline Retail Sales by Refiners, Monthly Year over Year
6920 PETA123600001M_YoY5 U.S. Regular Gasoline Retail Sales by Refiners, Monthly 5 Year over 5 Year
6924 PETA123600001M_Log Log of U.S. Regular Gasoline Retail Sales by Refiners, Monthly
6925 PETA123600001M_mva365 U.S. Regular Gasoline Retail Sales by Refiners, Monthly 365 Day MA
6926 PETA123600001M_mva200 U.S. Regular Gasoline Retail Sales by Refiners, Monthly 200 Day MA
6927 PETA123600001M_mva050 U.S. Regular Gasoline Retail Sales by Refiners, Monthly 50 Day MA
6928 PETA143B00001M_YoY U.S. Midgrade Gasoline Retail Sales by Refiners, Monthly Year over Year
6929 PETA143B00001M_YoY4 U.S. Midgrade Gasoline Retail Sales by Refiners, Monthly 4 Year over 4 Year
6930 PETA143B00001M_YoY5 U.S. Midgrade Gasoline Retail Sales by Refiners, Monthly 5 Year over 5 Year
6934 PETA143B00001M_Log Log of U.S. Midgrade Gasoline Retail Sales by Refiners, Monthly
6935 PETA143B00001M_mva365 U.S. Midgrade Gasoline Retail Sales by Refiners, Monthly 365 Day MA
6936 PETA143B00001M_mva200 U.S. Midgrade Gasoline Retail Sales by Refiners, Monthly 200 Day MA
6937 PETA143B00001M_mva050 U.S. Midgrade Gasoline Retail Sales by Refiners, Monthly 50 Day MA
6938 PETA133B00001M_YoY U.S. Premium Gasoline Bulk Sales (Volume) by Refiners, Monthly Year over Year
6944 PETA133B00001M_Log Log of U.S. Premium Gasoline Bulk Sales (Volume) by Refiners, Monthly
6945 PETA133B00001M_mva365 U.S. Premium Gasoline Bulk Sales (Volume) by Refiners, Monthly 365 Day MA
6946 PETA133B00001M_mva200 U.S. Premium Gasoline Bulk Sales (Volume) by Refiners, Monthly 200 Day MA
6947 PETA133B00001M_mva050 U.S. Premium Gasoline Bulk Sales (Volume) by Refiners, Monthly 50 Day MA
6950 TOTALOGNRPUSM_YoY5 Crude Oil and Natural Gas Rotary Rigs in Operation, Total, Monthly 5 Year over 5 Year
6960 TOTALPANRPUSM_YoY5 Crude Oil Rotary Rigs in Operation, Monthly 5 Year over 5 Year
6970 TOTALNGNRPUSM_YoY5 Natural Gas Rotary Rigs in Operation, Monthly 5 Year over 5 Year
6973 TOTALNGNRPUSM_SmoothDer Derivative of Smoothed Natural Gas Rotary Rigs in Operation, Monthly
6978 BKRTotal_YoY Total Rig Count Year over Year
6980 BKRTotal_YoY5 Total Rig Count 5 Year over 5 Year
6984 BKRTotal_Log Log of Total Rig Count
6985 BKRTotal_mva365 Total Rig Count 365 Day MA
6986 BKRTotal_mva200 Total Rig Count 200 Day MA
6987 BKRTotal_mva050 Total Rig Count 50 Day MA
6988 BKRGas_YoY Gas Rig Count Year over Year
6990 BKRGas_YoY5 Gas Rig Count 5 Year over 5 Year
6994 BKRGas_Log Log of Gas Rig Count
6995 BKRGas_mva365 Gas Rig Count 365 Day MA
6996 BKRGas_mva200 Gas Rig Count 200 Day MA
6997 BKRGas_mva050 Gas Rig Count 50 Day MA
6998 BKROil_YoY Oil Rig Count Year over Year
7000 BKROil_YoY5 Oil Rig Count 5 Year over 5 Year
7004 BKROil_Log Log of Oil Rig Count
7005 BKROil_mva365 Oil Rig Count 365 Day MA
7006 BKROil_mva200 Oil Rig Count 200 Day MA
7007 BKROil_mva050 Oil Rig Count 50 Day MA
7008 FARMINCOME_YoY Net Farm Income Year over Year
7009 FARMINCOME_YoY4 Net Farm Income 4 Year over 4 Year
7010 FARMINCOME_YoY5 Net Farm Income 5 Year over 5 Year
7014 FARMINCOME_Log Log of Net Farm Income
7015 FARMINCOME_mva365 Net Farm Income 365 Day MA
7016 FARMINCOME_mva200 Net Farm Income 200 Day MA
7017 FARMINCOME_mva050 Net Farm Income 50 Day MA
7018 OPEARNINGSPERSHARE_YoY Operating Earnings per Share Year over Year
7024 OPEARNINGSPERSHARE_Log Log of Operating Earnings per Share
7025 OPEARNINGSPERSHARE_mva365 Operating Earnings per Share 365 Day MA
7026 OPEARNINGSPERSHARE_mva200 Operating Earnings per Share 200 Day MA
7027 OPEARNINGSPERSHARE_mva050 Operating Earnings per Share 50 Day MA
7028 AREARNINGSPERSHARE_YoY As-Reported Earnings per Share Year over Year
7034 AREARNINGSPERSHARE_Log Log of As-Reported Earnings per Share
7035 AREARNINGSPERSHARE_mva365 As-Reported Earnings per Share 365 Day MA
7036 AREARNINGSPERSHARE_mva200 As-Reported Earnings per Share 200 Day MA
7037 AREARNINGSPERSHARE_mva050 As-Reported Earnings per Share 50 Day MA
7038 CASHDIVIDENDSPERSHR_YoY Cash Dividends per Share Year over Year
7044 CASHDIVIDENDSPERSHR_Log Log of Cash Dividends per Share
7045 CASHDIVIDENDSPERSHR_mva365 Cash Dividends per Share 365 Day MA
7046 CASHDIVIDENDSPERSHR_mva200 Cash Dividends per Share 200 Day MA
7047 CASHDIVIDENDSPERSHR_mva050 Cash Dividends per Share 50 Day MA
7048 SALESPERSHR_YoY Sales per Share Year over Year
7054 SALESPERSHR_Log Log of Sales per Share
7055 SALESPERSHR_mva365 Sales per Share 365 Day MA
7056 SALESPERSHR_mva200 Sales per Share 200 Day MA
7057 SALESPERSHR_mva050 Sales per Share 50 Day MA
7058 BOOKVALPERSHR_YoY Book value per Share Year over Year
7064 BOOKVALPERSHR_Log Log of Book value per Share
7065 BOOKVALPERSHR_mva365 Book value per Share 365 Day MA
7066 BOOKVALPERSHR_mva200 Book value per Share 200 Day MA
7067 BOOKVALPERSHR_mva050 Book value per Share 50 Day MA
7068 CAPEXPERSHR_YoY Cap ex per Share Year over Year
7074 CAPEXPERSHR_Log Log of Cap ex per Share
7075 CAPEXPERSHR_mva365 Cap ex per Share 365 Day MA
7076 CAPEXPERSHR_mva200 Cap ex per Share 200 Day MA
7077 CAPEXPERSHR_mva050 Cap ex per Share 50 Day MA
7078 PRICE_YoY Price Year over Year
7084 PRICE_Log Log of Price
7085 PRICE_mva365 Price 365 Day MA
7086 PRICE_mva200 Price 200 Day MA
7087 PRICE_mva050 Price 50 Day MA
7088 OPEARNINGSTTM_YoY TTM Operating Earnings Year over Year
7089 OPEARNINGSTTM_YoY4 TTM Operating Earnings 4 Year over 4 Year
7094 OPEARNINGSTTM_Log Log of TTM Operating Earnings
7095 OPEARNINGSTTM_mva365 TTM Operating Earnings 365 Day MA
7096 OPEARNINGSTTM_mva200 TTM Operating Earnings 200 Day MA
7097 OPEARNINGSTTM_mva050 TTM Operating Earnings 50 Day MA
7098 AREARNINGSTTM_YoY TTM Reported Earnings Year over Year
7099 AREARNINGSTTM_YoY4 TTM Reported Earnings 4 Year over 4 Year
7104 AREARNINGSTTM_Log Log of TTM Reported Earnings
7105 AREARNINGSTTM_mva365 TTM Reported Earnings 365 Day MA
7106 AREARNINGSTTM_mva200 TTM Reported Earnings 200 Day MA
7107 AREARNINGSTTM_mva050 TTM Reported Earnings 50 Day MA
7114 FINRAMarginDebt_Log Log of Margin Debt
7115 FINRAMarginDebt_mva365 Margin Debt 365 Day MA
7116 FINRAMarginDebt_mva200 Margin Debt 200 Day MA
7117 FINRAMarginDebt_mva050 Margin Debt 50 Day MA
7118 FINRAFreeCreditMargin_YoY Free Credit Balances in Customers’ Securities Margin Accounts Year over Year
7124 FINRAFreeCreditMargin_Log Log of Free Credit Balances in Customers’ Securities Margin Accounts
7126 FINRAFreeCreditMargin_mva200 Free Credit Balances in Customers’ Securities Margin Accounts 200 Day MA
7127 FINRAFreeCreditMargin_mva050 Free Credit Balances in Customers’ Securities Margin Accounts 50 Day MA
7128 OCCEquityVolume_YoY Equity Options Volume Year over Year
7129 OCCEquityVolume_YoY4 Equity Options Volume 4 Year over 4 Year
7134 OCCEquityVolume_Log Log of Equity Options Volume
7135 OCCEquityVolume_mva365 Equity Options Volume 365 Day MA
7136 OCCEquityVolume_mva200 Equity Options Volume 200 Day MA
7137 OCCEquityVolume_mva050 Equity Options Volume 50 Day MA
7138 OCCNonEquityVolume_YoY Non-Equity Options Volume Year over Year
7139 OCCNonEquityVolume_YoY4 Non-Equity Options Volume 4 Year over 4 Year
7144 OCCNonEquityVolume_Log Log of Non-Equity Options Volume
7145 OCCNonEquityVolume_mva365 Non-Equity Options Volume 365 Day MA
7146 OCCNonEquityVolume_mva200 Non-Equity Options Volume 200 Day MA
7147 OCCNonEquityVolume_mva050 Non-Equity Options Volume 50 Day MA
7153 RSALESAGG_SmoothDer Derivative of Smoothed Real Retail and Food Services Sales (RRSFS and RSALES)
7154 RSALESAGG_Log Log of Real Retail and Food Services Sales (RRSFS and RSALES)
7156 RSALESAGG_mva200 Real Retail and Food Services Sales (RRSFS and RSALES) 200 Day MA
7157 RSALESAGG_mva050 Real Retail and Food Services Sales (RRSFS and RSALES) 50 Day MA
7161 BUSLOANS.minus.BUSLOANSNSA_Smooth Savitsky-Golay Smoothed (p=3, n=365) Business Loans (Montlhy) SA - NSA
7163 BUSLOANS.minus.BUSLOANSNSA_SmoothDer Derivative of Smoothed Business Loans (Montlhy) SA - NSA
7164 BUSLOANS.minus.BUSLOANSNSA_Log Log of Business Loans (Montlhy) SA - NSA
7166 BUSLOANS.minus.BUSLOANSNSA_mva200 Business Loans (Montlhy) SA - NSA 200 Day MA
7167 BUSLOANS.minus.BUSLOANSNSA_mva050 Business Loans (Montlhy) SA - NSA 50 Day MA
7171 BUSLOANS.minus.BUSLOANSNSA.by.GDP_Smooth Savitsky-Golay Smoothed (p=3, n=365) Business Loans (Montlhy) SA - NSA divided by GDP
7173 BUSLOANS.minus.BUSLOANSNSA.by.GDP_SmoothDer Derivative of Smoothed Business Loans (Montlhy) SA - NSA divided by GDP
7174 BUSLOANS.minus.BUSLOANSNSA.by.GDP_Log Log of Business Loans (Montlhy) SA - NSA divided by GDP
7176 BUSLOANS.minus.BUSLOANSNSA.by.GDP_mva200 Business Loans (Montlhy) SA - NSA divided by GDP 200 Day MA
7177 BUSLOANS.minus.BUSLOANSNSA.by.GDP_mva050 Business Loans (Montlhy) SA - NSA divided by GDP 50 Day MA
7178 BUSLOANS.by.GDP_YoY Business Loans Normalized by GDP Year over Year
7179 BUSLOANS.by.GDP_YoY4 Business Loans Normalized by GDP 4 Year over 4 Year
7181 BUSLOANS.by.GDP_Smooth Savitsky-Golay Smoothed (p=3, n=365) Business Loans Normalized by GDP
7183 BUSLOANS.by.GDP_SmoothDer Derivative of Smoothed Business Loans Normalized by GDP
7184 BUSLOANS.by.GDP_Log Log of Business Loans Normalized by GDP
7187 BUSLOANS.by.GDP_mva050 Business Loans Normalized by GDP 50 Day MA
7193 BUSLOANS.INTEREST_SmoothDer Derivative of Smoothed Business Loans (Monthly, SA) Adjusted Interest Burdens
7203 BUSLOANS.INTEREST.by.GDP_SmoothDer Derivative of Smoothed Business Loans (Monthly, SA) Adjusted Interest Burden Divided by GDP
7209 BUSLOANSNSA.by.GDP_YoY4 Business Loans Normalized by GDP 4 Year over 4 Year
7213 BUSLOANSNSA.by.GDP_SmoothDer Derivative of Smoothed Business Loans Normalized by GDP
7218 TOTCI.by.GDP_YoY Business Loans (Weekly, SA) Normalized by GDP Year over Year
7219 TOTCI.by.GDP_YoY4 Business Loans (Weekly, SA) Normalized by GDP 4 Year over 4 Year
7221 TOTCI.by.GDP_Smooth Savitsky-Golay Smoothed (p=3, n=365) Business Loans (Weekly, SA) Normalized by GDP
7223 TOTCI.by.GDP_SmoothDer Derivative of Smoothed Business Loans (Weekly, SA) Normalized by GDP
7224 TOTCI.by.GDP_Log Log of Business Loans (Weekly, SA) Normalized by GDP
7227 TOTCI.by.GDP_mva050 Business Loans (Weekly, SA) Normalized by GDP 50 Day MA
7228 TOTCINSA.by.GDP_YoY Business Loans (Weekly, NSA) Normalized by GDP Year over Year
7229 TOTCINSA.by.GDP_YoY4 Business Loans (Weekly, NSA) Normalized by GDP 4 Year over 4 Year
7233 TOTCINSA.by.GDP_SmoothDer Derivative of Smoothed Business Loans (Weekly, NSA) Normalized by GDP
7243 TOTCINSA.INTEREST_SmoothDer Derivative of Smoothed Business Loans (Weekly, NSA) Adjusted Interest Burdens
7253 TOTCINSA.INTEREST.by.GDP_SmoothDer Derivative of Smoothed Business Loans (weekly, NSA) Adjusted Interest Burden Divided by GDP
7263 W875RX1.by.GDP_SmoothDer Derivative of Smoothed Real Personal Income Normalized by GDP
7268 A065RC1A027NBEA.by.GDP_YoY Personal Income (NSA) Normalized by GDP Year over Year
7273 A065RC1A027NBEA.by.GDP_SmoothDer Derivative of Smoothed Personal Income (NSA) Normalized by GDP
7279 PI.by.GDP_YoY4 Personal Income (SA) Normalized by GDP 4 Year over 4 Year
7281 PI.by.GDP_Smooth Savitsky-Golay Smoothed (p=3, n=365) Personal Income (SA) Normalized by GDP
7284 PI.by.GDP_Log Log of Personal Income (SA) Normalized by GDP
7285 PI.by.GDP_mva365 Personal Income (SA) Normalized by GDP 365 Day MA
7286 PI.by.GDP_mva200 Personal Income (SA) Normalized by GDP 200 Day MA
7287 PI.by.GDP_mva050 Personal Income (SA) Normalized by GDP 50 Day MA
7290 A053RC1Q027SBEA.by.GDP_YoY5 National income: Corporate profits before tax (without IVA and CCAdj) Normalized by GDP 5 Year over 5 Year
7295 A053RC1Q027SBEA.by.GDP_mva365 National income: Corporate profits before tax (without IVA and CCAdj) Normalized by GDP 365 Day MA
7300 CPROFIT.by.GDP_YoY5 National income: Corporate profits before tax (with IVA and CCAdj) Normalized by GDP 5 Year over 5 Year
7303 CPROFIT.by.GDP_SmoothDer Derivative of Smoothed National income: Corporate profits before tax (with IVA and CCAdj) Normalized by GDP
7313 CONSUMERNSA.by.GDP_SmoothDer Derivative of Smoothed Consumer Loans Not Seasonally Adjusted divided by GDP
7314 CONSUMERNSA.by.GDP_Log Log of Consumer Loans Not Seasonally Adjusted divided by GDP
7317 CONSUMERNSA.by.GDP_mva050 Consumer Loans Not Seasonally Adjusted divided by GDP 50 Day MA
7318 RREACBM027NBOG.by.GDP_YoY Residental Real Estate Loans (Monthly, NSA) divided by GDP Year over Year
7319 RREACBM027NBOG.by.GDP_YoY4 Residental Real Estate Loans (Monthly, NSA) divided by GDP 4 Year over 4 Year
7321 RREACBM027NBOG.by.GDP_Smooth Savitsky-Golay Smoothed (p=3, n=365) Residental Real Estate Loans (Monthly, NSA) divided by GDP
7323 RREACBM027NBOG.by.GDP_SmoothDer Derivative of Smoothed Residental Real Estate Loans (Monthly, NSA) divided by GDP
7324 RREACBM027NBOG.by.GDP_Log Log of Residental Real Estate Loans (Monthly, NSA) divided by GDP
7327 RREACBM027NBOG.by.GDP_mva050 Residental Real Estate Loans (Monthly, NSA) divided by GDP 50 Day MA
7328 RREACBM027SBOG.by.GDP_YoY Residental Real Estate Loans (Monthly, SA) divided by GDP Year over Year
7329 RREACBM027SBOG.by.GDP_YoY4 Residental Real Estate Loans (Monthly, SA) divided by GDP 4 Year over 4 Year
7333 RREACBM027SBOG.by.GDP_SmoothDer Derivative of Smoothed Residental Real Estate Loans (Monthly, SA) divided by GDP
7339 RREACBW027SBOG.by.GDP_YoY4 Residental Real Estate Loans (Weekly, SA) divided by GDP 4 Year over 4 Year
7343 RREACBW027SBOG.by.GDP_SmoothDer Derivative of Smoothed Residental Real Estate Loans (Weekly, SA) divided by GDP
7348 RREACBW027NBOG.by.GDP_YoY Residental Real Estate Loans (Weekly, NSA) divided by GDP Year over Year
7349 RREACBW027NBOG.by.GDP_YoY4 Residental Real Estate Loans (Weekly, NSA) divided by GDP 4 Year over 4 Year
7351 RREACBW027NBOG.by.GDP_Smooth Savitsky-Golay Smoothed (p=3, n=365) Residental Real Estate Loans (Weekly, NSA) divided by GDP
7353 RREACBW027NBOG.by.GDP_SmoothDer Derivative of Smoothed Residental Real Estate Loans (Weekly, NSA) divided by GDP
7354 RREACBW027NBOG.by.GDP_Log Log of Residental Real Estate Loans (Weekly, NSA) divided by GDP
7357 RREACBW027NBOG.by.GDP_mva050 Residental Real Estate Loans (Weekly, NSA) divided by GDP 50 Day MA
7361 UMDMNO.by.GDP_Smooth Savitsky-Golay Smoothed (p=3, n=365) Durable Goods (Monthly, NSA) divided by GDP
7363 UMDMNO.by.GDP_SmoothDer Derivative of Smoothed Durable Goods (Monthly, NSA) divided by GDP
7364 UMDMNO.by.GDP_Log Log of Durable Goods (Monthly, NSA) divided by GDP
7366 UMDMNO.by.GDP_mva200 Durable Goods (Monthly, NSA) divided by GDP 200 Day MA
7367 UMDMNO.by.GDP_mva050 Durable Goods (Monthly, NSA) divided by GDP 50 Day MA
7373 DGORDER.by.GDP_SmoothDer Derivative of Smoothed Durable Goods (Monthly, NSA) divided by GDP
7378 ASHMA.by.GDP_YoY Home Mortgages (Quarterly, NSA) divided by GDP Year over Year
7379 ASHMA.by.GDP_YoY4 Home Mortgages (Quarterly, NSA) divided by GDP 4 Year over 4 Year
7383 ASHMA.by.GDP_SmoothDer Derivative of Smoothed Home Mortgages (Quarterly, NSA) divided by GDP
7393 ASHMA.INTEREST_SmoothDer Derivative of Smoothed Home Mortgages (Quarterly, NSA) 30-Year Fixed Interest Burdens
7403 ASHMA.INTEREST.by.GDP_SmoothDer Derivative of Smoothed Home Mortgages (Quarterly, NSA) 30-Year Fixed Interest Burdens Divided by GDP
7411 CONSUMERNSA.INTEREST_Smooth Savitsky-Golay Smoothed (p=3, n=365) Consumer Loans (Not Seasonally Adjusted) Interest Burdens
7413 CONSUMERNSA.INTEREST_SmoothDer Derivative of Smoothed Consumer Loans (Not Seasonally Adjusted) Interest Burdens
7414 CONSUMERNSA.INTEREST_Log Log of Consumer Loans (Not Seasonally Adjusted) Interest Burdens
7415 CONSUMERNSA.INTEREST_mva365 Consumer Loans (Not Seasonally Adjusted) Interest Burdens 365 Day MA
7416 CONSUMERNSA.INTEREST_mva200 Consumer Loans (Not Seasonally Adjusted) Interest Burdens 200 Day MA
7417 CONSUMERNSA.INTEREST_mva050 Consumer Loans (Not Seasonally Adjusted) Interest Burdens 50 Day MA
7421 CONSUMERNSA.INTEREST.by.GDP_Smooth Savitsky-Golay Smoothed (p=3, n=365) Consumer Loans (Not Seasonally Adjusted) Interest Burden Divided by GDP
7423 CONSUMERNSA.INTEREST.by.GDP_SmoothDer Derivative of Smoothed Consumer Loans (Not Seasonally Adjusted) Interest Burden Divided by GDP
7424 CONSUMERNSA.INTEREST.by.GDP_Log Log of Consumer Loans (Not Seasonally Adjusted) Interest Burden Divided by GDP
7427 CONSUMERNSA.INTEREST.by.GDP_mva050 Consumer Loans (Not Seasonally Adjusted) Interest Burden Divided by GDP 50 Day MA
7429 TOTLNNSA_YoY4 Total Loans Not Seasonally Adjusted (BUSLOANS+REALLNSA+CONSUMERNSA) 4 Year over 4 Year
7433 TOTLNNSA_SmoothDer Derivative of Smoothed Total Loans Not Seasonally Adjusted (BUSLOANS+REALLNSA+CONSUMERNSA)
7434 TOTLNNSA_Log Log of Total Loans Not Seasonally Adjusted (BUSLOANS+REALLNSA+CONSUMERNSA)
7435 TOTLNNSA_mva365 Total Loans Not Seasonally Adjusted (BUSLOANS+REALLNSA+CONSUMERNSA) 365 Day MA
7436 TOTLNNSA_mva200 Total Loans Not Seasonally Adjusted (BUSLOANS+REALLNSA+CONSUMERNSA) 200 Day MA
7437 TOTLNNSA_mva050 Total Loans Not Seasonally Adjusted (BUSLOANS+REALLNSA+CONSUMERNSA) 50 Day MA
7438 TOTLNNSA.by.GDP_YoY Total Loans Not Seasonally Adjusted divided by GDP Year over Year
7439 TOTLNNSA.by.GDP_YoY4 Total Loans Not Seasonally Adjusted divided by GDP 4 Year over 4 Year
7441 TOTLNNSA.by.GDP_Smooth Savitsky-Golay Smoothed (p=3, n=365) Total Loans Not Seasonally Adjusted divided by GDP
7443 TOTLNNSA.by.GDP_SmoothDer Derivative of Smoothed Total Loans Not Seasonally Adjusted divided by GDP
7444 TOTLNNSA.by.GDP_Log Log of Total Loans Not Seasonally Adjusted divided by GDP
7453 TOTLNNSA.INTEREST_SmoothDer Derivative of Smoothed Total Loans Not Seasonally Adjusted Interest Burdens
7463 TOTLNNSA.INTEREST.by.GDP_SmoothDer Derivative of Smoothed Total Loans Not Seasonally Adjusted Interest Burden Divided by GDP
7478 EXCSRESNW.by.GDP_YoY Excess Reserves of Depository Institutions Divided by GDP Year over Year
7483 EXCSRESNW.by.GDP_SmoothDer Derivative of Smoothed Excess Reserves of Depository Institutions Divided by GDP
7503 SOFR99.minus.SOFR1_SmoothDer Derivative of Smoothed Secured Overnight Financing Rate: 99th Percentile - 1st Percentile
7509 EXPCH.minus.IMPCH_YoY4 U.S. Exports to China (FAS Basis) - U.S. Imports to China (Customs Basis) 4 Year over 4 Year
7510 EXPCH.minus.IMPCH_YoY5 U.S. Exports to China (FAS Basis) - U.S. Imports to China (Customs Basis) 5 Year over 5 Year
7514 EXPCH.minus.IMPCH_Log Log of U.S. Exports to China (FAS Basis) - U.S. Imports to China (Customs Basis)
7524 EXPMX.minus.IMPMX_Log Log of
7531 SRPSABSNNCB.by.GDP_Smooth Savitsky-Golay Smoothed (p=3, n=365) Nonfinancial corporate business; security repurchase agreements; asset, Level (NSA) Divided by GDP
7533 SRPSABSNNCB.by.GDP_SmoothDer Derivative of Smoothed Nonfinancial corporate business; security repurchase agreements; asset, Level (NSA) Divided by GDP
7534 SRPSABSNNCB.by.GDP_Log Log of Nonfinancial corporate business; security repurchase agreements; asset, Level (NSA) Divided by GDP
7538 ASTLL.by.GDP_YoY All sectors; total loans; liability, Level (NSA) Divided by GDP Year over Year
7539 ASTLL.by.GDP_YoY4 All sectors; total loans; liability, Level (NSA) Divided by GDP 4 Year over 4 Year
7543 ASTLL.by.GDP_SmoothDer Derivative of Smoothed All sectors; total loans; liability, Level (NSA) Divided by GDP
7553 ASFMA.by.GDP_SmoothDer Derivative of Smoothed All sectors; farm mortgages; asset, Level (NSA) Divided by GDP
7561 ASFMA.by.ASTLL_Smooth Savitsky-Golay Smoothed (p=3, n=365) All sectors; total loans Divided by farm mortgages
7564 ASFMA.by.ASTLL_Log Log of All sectors; total loans Divided by farm mortgages
7565 ASFMA.by.ASTLL_mva365 All sectors; total loans Divided by farm mortgages 365 Day MA
7566 ASFMA.by.ASTLL_mva200 All sectors; total loans Divided by farm mortgages 200 Day MA
7567 ASFMA.by.ASTLL_mva050 All sectors; total loans Divided by farm mortgages 50 Day MA
7573 ASFMA.INTEREST_SmoothDer Derivative of Smoothed Farm Mortgages (Quarterly, NSA) 30-Year Fixed Interest Burdens
7583 ASFMA.INTEREST.by.GDP_SmoothDer Derivative of Smoothed Farm Mortgages (Quarterly, NSA) Interest Burden Divided by GDP
7588 FARMINCOME.by.GDP_YoY Farm Income (Annual, NSA) Divided by GDP Year over Year
7589 FARMINCOME.by.GDP_YoY4 Farm Income (Annual, NSA) Divided by GDP 4 Year over 4 Year
7593 FARMINCOME.by.GDP_SmoothDer Derivative of Smoothed Farm Income (Annual, NSA) Divided by GDP
7603 BOGMBASE.by.GDP_SmoothDer Derivative of Smoothed BOGMBASE Divided by GDP
7608 WALCL.by.GDP_YoY All Federal Reserve Banks: Total Assets Divided by GDP Year over Year
7613 WALCL.by.GDP_SmoothDer Derivative of Smoothed All Federal Reserve Banks: Total Assets Divided by GDP
7618 ECBASSETS.by.EUNNGDP_YoY Central Bank Assets for Euro Area (11-19 Countries) Divided by GDP Year over Year
7619 ECBASSETS.by.EUNNGDP_YoY4 Central Bank Assets for Euro Area (11-19 Countries) Divided by GDP 4 Year over 4 Year
7623 ECBASSETS.by.EUNNGDP_SmoothDer Derivative of Smoothed Central Bank Assets for Euro Area (11-19 Countries) Divided by GDP
7624 ECBASSETS.by.EUNNGDP_Log Log of Central Bank Assets for Euro Area (11-19 Countries) Divided by GDP
7631 DGS30TO10_Smooth Savitsky-Golay Smoothed (p=3, n=365) Yield Curve, 30 and 10 Year Treasury (DGS30-DGS10)
7633 DGS30TO10_SmoothDer Derivative of Smoothed Yield Curve, 30 and 10 Year Treasury (DGS30-DGS10)
7634 DGS30TO10_Log Log of Yield Curve, 30 and 10 Year Treasury (DGS30-DGS10)
7635 DGS30TO10_mva365 Yield Curve, 30 and 10 Year Treasury (DGS30-DGS10) 365 Day MA
7636 DGS30TO10_mva200 Yield Curve, 30 and 10 Year Treasury (DGS30-DGS10) 200 Day MA
7641 DGS10TO1_Smooth Savitsky-Golay Smoothed (p=3, n=365) Yield Curve, 10 and 1 Year Treasury (DGS10-DGS1)
7643 DGS10TO1_SmoothDer Derivative of Smoothed Yield Curve, 10 and 1 Year Treasury (DGS10-DGS1)
7644 DGS10TO1_Log Log of Yield Curve, 10 and 1 Year Treasury (DGS10-DGS1)
7645 DGS10TO1_mva365 Yield Curve, 10 and 1 Year Treasury (DGS10-DGS1) 365 Day MA
7646 DGS10TO1_mva200 Yield Curve, 10 and 1 Year Treasury (DGS10-DGS1) 200 Day MA
7647 DGS10TO1_mva050 Yield Curve, 10 and 1 Year Treasury (DGS10-DGS1) 50 Day MA
7651 DGS10TO2_Smooth Savitsky-Golay Smoothed (p=3, n=365) Yield Curve, 10 and 2 Year Treasury (DGS10-DGS2)
7653 DGS10TO2_SmoothDer Derivative of Smoothed Yield Curve, 10 and 2 Year Treasury (DGS10-DGS2)
7654 DGS10TO2_Log Log of Yield Curve, 10 and 2 Year Treasury (DGS10-DGS2)
7655 DGS10TO2_mva365 Yield Curve, 10 and 2 Year Treasury (DGS10-DGS2) 365 Day MA
7656 DGS10TO2_mva200 Yield Curve, 10 and 2 Year Treasury (DGS10-DGS2) 200 Day MA
7661 DGS10TOTB3MS_Smooth Savitsky-Golay Smoothed (p=3, n=365) Yield Curve, 10 and 3 Month Treasury (DGS10-TB3MS)
7663 DGS10TOTB3MS_SmoothDer Derivative of Smoothed Yield Curve, 10 and 3 Month Treasury (DGS10-TB3MS)
7664 DGS10TOTB3MS_Log Log of Yield Curve, 10 and 3 Month Treasury (DGS10-TB3MS)
7665 DGS10TOTB3MS_mva365 Yield Curve, 10 and 3 Month Treasury (DGS10-TB3MS) 365 Day MA
7666 DGS10TOTB3MS_mva200 Yield Curve, 10 and 3 Month Treasury (DGS10-TB3MS) 200 Day MA
7667 DGS10TOTB3MS_mva050 Yield Curve, 10 and 3 Month Treasury (DGS10-TB3MS) 50 Day MA
7671 DGS10TODTB3_Smooth Savitsky-Golay Smoothed (p=3, n=365) Yield Curve, 10 and 3 Month Treasury (DGS10-DTB3)
7673 DGS10TODTB3_SmoothDer Derivative of Smoothed Yield Curve, 10 and 3 Month Treasury (DGS10-DTB3)
7674 DGS10TODTB3_Log Log of Yield Curve, 10 and 3 Month Treasury (DGS10-DTB3)
7675 DGS10TODTB3_mva365 Yield Curve, 10 and 3 Month Treasury (DGS10-DTB3) 365 Day MA
7676 DGS10TODTB3_mva200 Yield Curve, 10 and 3 Month Treasury (DGS10-DTB3) 200 Day MA
7677 DGS10TODTB3_mva050 Yield Curve, 10 and 3 Month Treasury (DGS10-DTB3) 50 Day MA
7681 DGS10ByAAA_Smooth Savitsky-Golay Smoothed (p=3, n=365) AAA ratio to 10 year treasury (AAA/DGS10)
7685 DGS10ByAAA_mva365 AAA ratio to 10 year treasury (AAA/DGS10) 365 Day MA
7695 LNU03000000BYPOPTHM_mva365 Unemployment level (NSA) / Population 365 Day MA
7696 LNU03000000BYPOPTHM_mva200 Unemployment level (NSA) / Population 200 Day MA
7705 UNEMPLOYBYPOPTHM_mva365 Unemployment level, seasonally adjusted / Population 365 Day MA
7706 UNEMPLOYBYPOPTHM_mva200 Unemployment level, seasonally adjusted / Population 200 Day MA
7708 NPPTTLBYPOPTHM_YoY ADP Private Employment / Population Year over Year
7713 NPPTTLBYPOPTHM_SmoothDer Derivative of Smoothed ADP Private Employment / Population
7720 U6toU3_YoY5 U6RATE minums UNRATE 5 Year over 5 Year
7721 U6toU3_Smooth Savitsky-Golay Smoothed (p=3, n=365) U6RATE minums UNRATE
7723 U6toU3_SmoothDer Derivative of Smoothed U6RATE minums UNRATE
7725 U6toU3_mva365 U6RATE minums UNRATE 365 Day MA
7726 U6toU3_mva200 U6RATE minums UNRATE 200 Day MA
7744 DCOILWTICO.by.PPIACO_Log Log of Crude Oil - WTI, $/bbl, Normalized by producer price index c.o.
7754 GDP.by.GDPDEF_Log Log of Nominal GDP Normalized by GDP def
7755 GDP.by.GDPDEF_mva365 Nominal GDP Normalized by GDP def 365 Day MA
7756 GDP.by.GDPDEF_mva200 Nominal GDP Normalized by GDP def 200 Day MA
7757 GDP.by.GDPDEF_mva050 Nominal GDP Normalized by GDP def 50 Day MA
7773 GSG.Close.by.GSPC.Close_SmoothDer Derivative of Smoothed GSCI Commodity-Indexed Trust, Normalized by S&P 500
7785 GDPBYPOPTHM_mva365 GDP/Population 365 Day MA
7786 GDPBYPOPTHM_mva200 GDP/Population 200 Day MA
7795 GDPBYCPIAUCSL_mva365 GDP divided by CPI 365 Day MA
7796 GDPBYCPIAUCSL_mva200 GDP divided by CPI 200 Day MA
7800 GDPBYCPIAUCSLBYPOPTHM_YoY5 GDP divided by CPI/Population 5 Year over 5 Year
7805 GDPBYCPIAUCSLBYPOPTHM_mva365 GDP divided by CPI/Population 365 Day MA
7806 GDPBYCPIAUCSLBYPOPTHM_mva200 GDP divided by CPI/Population 200 Day MA
7813 GSPC.CloseBYMDY.Close_SmoothDer Derivative of Smoothed GSPC by MDY
7816 GSPC.CloseBYMDY.Close_mva200 GSPC by MDY 200 Day MA
7826 QQQ.CloseBYMDY.Close_mva200 QQQ by MDY 200 Day MA
7834 GSPC.DailySwing_Log Log of S&P 500 (^GSPC) Daily Swing: (High - Low) / Open
7841 GSPC.Open.by.GDPDEF_Smooth Savitsky-Golay Smoothed (p=3, n=365) S&P 500 (^GSPC) Open divided by GDP deflator
7842 GSPC.Open.by.GDPDEF_Smooth.short Savitsky-Golay Smoothed (p=3, n=15) S&P 500 (^GSPC) Open divided by GDP deflator
7844 GSPC.Open.by.GDPDEF_Log Log of S&P 500 (^GSPC) Open divided by GDP deflator
7845 GSPC.Open.by.GDPDEF_mva365 S&P 500 (^GSPC) Open divided by GDP deflator 365 Day MA
7846 GSPC.Open.by.GDPDEF_mva200 S&P 500 (^GSPC) Open divided by GDP deflator 200 Day MA
7847 GSPC.Open.by.GDPDEF_mva050 S&P 500 (^GSPC) Open divided by GDP deflator 50 Day MA
7851 GSPC.Close.by.GDPDEF_Smooth Savitsky-Golay Smoothed (p=3, n=365) S&P 500 (^GSPC) Close divided by GDP deflator
7852 GSPC.Close.by.GDPDEF_Smooth.short Savitsky-Golay Smoothed (p=3, n=15) S&P 500 (^GSPC) Close divided by GDP deflator
7854 GSPC.Close.by.GDPDEF_Log Log of S&P 500 (^GSPC) Close divided by GDP deflator
7855 GSPC.Close.by.GDPDEF_mva365 S&P 500 (^GSPC) Close divided by GDP deflator 365 Day MA
7856 GSPC.Close.by.GDPDEF_mva200 S&P 500 (^GSPC) Close divided by GDP deflator 200 Day MA
7857 GSPC.Close.by.GDPDEF_mva050 S&P 500 (^GSPC) Close divided by GDP deflator 50 Day MA
7863 HNFSUSNSA.minus.HSN1FNSA_SmoothDer Derivative of Smoothed Houses for sale - houses sold
7865 HNFSUSNSA.minus.HSN1FNSA_mva365 Houses for sale - houses sold 365 Day MA
7866 HNFSUSNSA.minus.HSN1FNSA_mva200 Houses for sale - houses sold 200 Day MA
7871 MSPUS.times.HOUST_Smooth Savitsky-Golay Smoothed (p=3, n=365) New privately owned units start times median price
7873 MSPUS.times.HOUST_SmoothDer Derivative of Smoothed New privately owned units start times median price
7881 HOUST.div.POPTHM_Smooth Savitsky-Golay Smoothed (p=3, n=365) Housing starts divided by U.S. population
7883 HOUST.div.POPTHM_SmoothDer Derivative of Smoothed Housing starts divided by U.S. population
7893 MSPUS.times.HNFSUSNSA_SmoothDer Derivative of Smoothed New privately owned 1-family units for sale times median price
7894 MSPUS.times.HNFSUSNSA_Log Log of New privately owned 1-family units for sale times median price
7895 MSPUS.times.HNFSUSNSA_mva365 New privately owned 1-family units for sale times median price 365 Day MA
7896 MSPUS.times.HNFSUSNSA_mva200 New privately owned 1-family units for sale times median price 200 Day MA
7897 MSPUS.times.HNFSUSNSA_mva050 New privately owned 1-family units for sale times median price 50 Day MA
7925 GSPC.Open_mva050_mva200_sig Sell Signal S&P 500 50 SMA - 200 SMA

Equities

Equity indexes normalized by GDP

## Scale for 'y' is already present. Adding another scale for 'y', which will
## replace the existing scale.

The last two years compare favorably with the period around the late 1950’s. Need to dig into this one.

datay <- "GSPC.Close"
ylim <- c(2000, d.GSPC.max)
my.data <- plotSimilarPeriods(df.data, dfRecession, df.symbols, datay, ylim, i.window = 60)
my.data[[1]]

Look at how the different segments of the market move

datay <- "GSPC.CloseBYMDY.Close_YoY"
ylim <- c(-50, 75)
dtStart = as.Date('1980-01-01')
plotSingle(dfRecession, df.data, "date", datay, getPlotTitle(df.symbols, datay), "Date", 
            getPlotYLabel(df.symbols, datay), c(dtStart, Sys.Date()), ylim, TRUE)

datay <- "GSPC.CloseBYMDY.Close"
ylim <- c(0, 20)
dtStart = as.Date('1980-01-01')
plotSingle(dfRecession, df.data, "date", datay, getPlotTitle(df.symbols, datay), "Date", 
            getPlotYLabel(df.symbols, datay), c(dtStart, Sys.Date()), ylim, TRUE)

S&P 500 Normalized moving average

Look at moving average relationship by dividing the S&P 500 open price by the 200 day SMA.

datay <- "GSPC.Open_mva200_Norm"
ylim <- c(50, 125)
dt.start = as.Date('2008-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dt.start)

Crossovers

Look at the 50 DMA versus 200 DMA, often used as a technical indicator of market direction.

datay <- "GSPC.Open_mva050_mva200"
ylim <- c(-300, 300)
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStartBackTest)

datay <- "GSPC.Open_mva050_mva200_sig "
ylim <- c(0.0, 1.0)
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStartBackTest)

S&P 500 TTM P/E

Take a look at some of the earnings trends from SilverBlatt’s sheet.

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## * ...

Take a longer look back at as-reported and operating earnings

Market prices can out-run earnings so take a look at price to earnings.

Focus on some of the more recent activity

S&P 500 Sales

{r SP500Sales } # # datay <- "MULTPLSP500SALESQUARTER" # ylim <- c(500, 2000) # dt.start <- as.Date('1999-01-01') # plotSingleQuick(dfRecession, df.data, datay, ylim, dt.start) # #

{r SP500SalesShort } # # datay <- "MULTPLSP500SALESQUARTER" # ylim <- c(500, 2000) # dt.start = as.Date('2001-01-01') # plotSingleQuick(dfRecession, df.data, datay, ylim, dt.start) # #

Unit Profits

The series peaks in the middle of a bull market.

S&P 500 dividends

12-month real dividend per share inflation adjusted November, 2018 dollars. Data courtesy Standard & Poor’s and Robert Shiller.

https://www.quandl.com/data/MULTPL/SP500_DIV_MONTH-S-P-500-Dividend-by-Month

Evaluate year over year dividend growth.

Real value dividend growth.

S&P 500 dividend yield (12 month dividend per share)/price. Yields following September 2018 (including the current yield) are estimated based on 12 month dividends through September 2018, as reported by S&P. Sources: Standard & Poor’s for current S&P 500 Dividend Yield. Robert Shiller and his book Irrational Exuberance for historic S&P 500 Dividend Yields.

https://www.quandl.com/data/MULTPL/SP500_DIV_YIELD_MONTH-S-P-500-Dividend-Yield-by-Month

# datay <- "MULTPLSP500DIVYIELDMONTH"
# ylim <- c(0, 12)
# dtStart = as.Date('1950-01-01')
# plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart, b.percentile = FALSE)
# datay <- "MULTPLSP500DIVYIELDMONTH"
# ylim <- c(1, 4)
# dtStart = as.Date('2001-01-01')
# plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart, b.percentile = FALSE)

S&P 500 Volume

The log of the S&P volume has some interesting patterns, but nothing that seems to help with a recession indicator.

That is one spiky data series. Not sure there is a lot to help us here.

Russell 2000

Take a look at recent activity in the small cap market.

S&P 500 to Rusell 2000

Thirty day movement

Correlation

## Warning in max.default(structure(numeric(0), class = "Date"),
## structure(numeric(0), class = "Date"), : no non-missing arguments to max;
## returning -Inf
## Warning in min.default(structure(numeric(0), class = "Date"),
## structure(numeric(0), class = "Date"), : no non-missing arguments to min;
## returning Inf

S&P 500 to MDY (Mid-cap) 2000 Correlation

datay1 <- "RLG.Open"
ylim1 <- c(0, 2500)

datay2 <- "MDY.Open"
ylim2 <- c(0, 500)

dtStart <- as.Date("1jan2003","%d%b%Y")

w <- 30
corrName <-
  calcRollingCorr(dfRecession,
                  df.data,
                  df.symbols,
                  datay1,
                  ylim1,
                  datay2,
                  ylim2,
                  w,
                  dtStart)
## Warning in max.default(structure(numeric(0), class = "Date"),
## structure(numeric(0), class = "Date"), : no non-missing arguments to max;
## returning -Inf
## Warning in min.default(structure(numeric(0), class = "Date"),
## structure(numeric(0), class = "Date"), : no non-missing arguments to min;
## returning Inf

Dividend Stocks

This is an interesting series, they should perform better through the recessions. Unfortunately they are short lived so there is not much data so this is more of a place holder for now.

datay <- "NOBL.Open"
ylim <- c(40, 110)
dt.start <- as.Date('2014-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dt.start)

Margin and option data

NYSE Margin Debt

Taking a look at margin debt. NYXDATA stopped providing NYSE margin debt data on Dec 2017. Data is available from FINRA, but it includes more accounts than the data did for NYXdata. I stitched togeter the data sets: data after Jan 2010 include NYSE+Others, data prior is just NYSE account data scaled up to match the FINRA data.

It tends to creep up when there is a frenzy in the stock market.

datay <- "FINRAMarginDebt_Log"
ylim <- c(5, 15)
plotSingleQuick(dfRecession, df.data, datay, ylim)

Take a close look at recent activity

Sometimes it is more helpful to view year over year growth.

More near-term trend.

Take a look at some of the correlations

datay1 <- "FINRAMarginDebt_YoY"
ylim1 <- c(-100, 100)

datay2 <- "GSPC.Close_YoY"
ylim2 <- c(-100, 100)

dtStart <- as.Date("1jan1995","%d%b%Y")

w <- 90
corrName <-
  calcRollingCorr(dfRecession,
                  df.data,
                  df.symbols,
                  datay1,
                  ylim1,
                  datay2,
                  ylim2,
                  w,
                  dtStart)

Comparison to the Russell 2000

datay1 <- "FINRAMarginDebt_YoY"
ylim1 <- c(-100, 100)

datay2 <- "RLG.Close_YoY"
ylim2 <- c(-100, 100)

dtStart <- as.Date("1jan1995","%d%b%Y")

w <- 90
corrName <-
  calcRollingCorr(dfRecession,
                  df.data,
                  df.symbols,
                  datay1,
                  ylim1,
                  datay2,
                  ylim2,
                  w,
                  dtStart)

OCC Options Volumes

See what is happening with the options volumes for equities. (From: https://www.theocc.com/webapps/historical-volume-query)

Looks like options on non-equity co-occurs with peaks/troughs?.

Market Volatility

Take a look at some of the indications of market volatility

CBOE VIX

As markets become complacent (low VIX) and high values, peaks often occur.

Compare the VIX to some of the ETF’s out there.

There

Not much predictive in VIX, take a quick look at the smoothed derivative.

S&P Daily Swings

Daily changes in the S&P should correlate well with the VIX.

More of a correlating series than a predictor.

Employment and payrolls

Unemployment rates

Unemployment rates will probably be useful, let’s take a look at the U-3. The data is a little noisy so there is also a smoothed version plotted. There seems to be a relationship between the unemployment rate and the recessions, but it could be a lagging indicator. This will be explored a little bit more later.

Suggested by Charlie and a Wealthian video the 12 month-MA might be helpful to look at.

Looking at the unemployment rate, the eye is drawn to the rise and fall of the data, this suggests that the derivative might be helpful as well. The figure below shows the results, using a Savitzky-Golay FIR filter. It looks like the unemployment rate peaks in the middel of the recession. That peak might be a good buy signal.

Continuing Claims

A good measure of how much unemployment is growing.

Continued claims, also referred to as insured unemployment, is the number of people who have already filed an initial claim and who have experienced a week of unemployment and then filed a continued claim to claim benefits for that week of unemployment. Continued claims data are based on the week of unemployment, not the week when the initial claim was filed

https://fred.stlouisfed.org/series/CCNSA

A good measure of how much unemployment is growing

Initial Claims

A good measure of how much unemployment is growing.

An initial claim is a claim filed by an unemployed individual after a separation from an employer. The claim requests a determination of basic eligibility for the Unemployment Insurance program.

https://fred.stlouisfed.org/series/ICSA

Unemployment rates, year-over-year

Both the headline unemployment and U-6 number changes are similar. During the upswing on the cycle it does look like the headline number falls faster than U-6

The second derivative of the unemployment rate does have zero crossings near the middle point of a recession. This would make it a helpful buy signal for the trading strategy.

Unemployment rates, similar periods

Historically the last two years of record low unemployment appear most similar to the 1971-1973 time frame. Just before inflation took off.

Unemployment rates, U-6 and headline number.

Let’s also take a look at the total unemployed, U-6. It continues to fall as the headline number stabilizes as people return to the work force. An indicator the cycle is beginning to top out.

Difference between U6 and U3 to see how close the economy is getting to full employment.

Unemployment and market bottoms

## Scale for 'y' is already present. Adding another scale for 'y', which will
## replace the existing scale.

Initial jobless claims

We will also take a look at initial jobless claims, this should start to rise just before the unemployment rate.

It looks like the jobless claim tend to peak more towards the end of the recession. It does not seem to be as strong of a sell indicator as the U-3 rate.

Jobless claims have a seasonal component to them. One way to reduce this effect is to calculate year over year growth. That helps some, the peaks seem to be more closely aligned with the middle to end of recessions.

Take a closer look at recent data

## Warning: Removed 1 rows containing missing values (geom_text).
## Warning: Removed 1 rows containing missing values (geom_hline).

Take a look at the percentage of the population looking for work

A bit more recent trend

Unemployment Level

ADP data here. comes out before the official numbers.

Look at the year-over-year change in ADP.

ADP data divided by the population

Payrolls

Look at the BLS data on payrolls. Check the NSA series, then we will look at YoY data.

Hours worked

Sparked by an article at Mises (https://mises.org/wire/how-alexandria-ocasio-cortez-misunderstands-american-poverty), take a look at average weekly hours

The time series is pretty lumpy, plot the YoY change

A more recent look at average weekly hours of production

Industrial Production

Industrial production is also known to fall during an economic downturm, let’s take a look at some of the data from the FRED on industrial production. It does seem to peak prior to a recession so let’s smooth and look at the derivative as it might be a good indicator as well.

Industrial production over the last ten years or so

The derivative isn’t bad, but it sometimes crosses zeros well into a recession. That is less helpful as either a buy or sell indicator. A better measure might year over year (YoY) change.

The year over year change has a similar appearance. The low values at the beginning make the year over year values larger than the more recent values. Seems like it will rank low a reliable indicator.

datay1 <- "INDPRO_YoY"
ylim1 <- c(-20, 12)

datay2 <- "GSPC.Close_YoY"
ylim2 <- c(-100, 50)

dtStart <- as.Date("1jan1981","%d%b%Y")

w <- 360
corrName <- calcRollingCorr(dfRecession, df.data, df.symbols, datay1, ylim1, datay2, ylim2, w, dtStart)

Retail Sales

Retail sales, aggregate

Retail sales also change during recession. As the plot below shows, it seems to follow the trend of industrial production. It might be too strongly correlated to add much to the model. The will be examined in the correlation section.

The derivative of retail sales is a little more erratic than is was the industrial products. Looks like it might be helpful to include in the model as well.

Retail sales, aggregate year-over-year

Take a look at year-over-year changes

Retail sales and unemployment correlations

Let’s see how that looks on year over year basis. Interesting to compare to unemployment rates there appears to a correlation over the long term.

## Scale for 'y' is already present. Adding another scale for 'y', which will
## replace the existing scale.

There is some similarity. The rolling correlation shows the inverse relationship prior to a recession.

datay1 <- "RSALESAGG_YoY"
ylim1 <- c(-12.5, 12.5)

datay2 <- "UNEMPLOY_YoY"
ylim2 <- c(-30, 150)

dtStart <- as.Date("1jan1970","%d%b%Y")

w <- 180
corrName <- calcRollingCorr(dfRecession,df.data, df.symbols, datay1, ylim1, datay2, ylim2, w, dtStart)

Retail sales correlation and industrial production

Industrial production and retail sales look very similar so the plot below shows the 360 correlation. The corerlation does tend to fall around a recession, although 2008 was so bad that they both fell together. Not sure if it is that useful.

datay1 <- "INDPRO"
ylim1 <- c(40, 125)

datay2 <- "RSALESAGG"
ylim2 <- c(100000, 200000)

dtStart <- as.Date("1jan1981","%d%b%Y")

w <- 60
corrName <- calcRollingCorr(dfRecession, df.data, df.symbols, datay1, ylim1, datay2, ylim2, w, dtStart)

It is interesting to see the strong correlation; however, I suspect this is due to more to the shape of the trends. How do the YoY correlations look? They are a little less correlated, probably better to use in the machine learning later.

datay1 <- "INDPRO_YoY"
ylim1 <- c(-20, 20)

datay2 <- "RSALESAGG_YoY"
ylim2 <- c(-20, 20)

dtStart <- as.Date("1jan1981","%d%b%Y")

w <- 30
corrName <- calcRollingCorr(dfRecession, df.data, df.symbols, datay1, ylim1, datay2, ylim2, w, dtStart)

Advance Retail Sales

This is an advanced estimate of the retail sales value.

Also take a look at year over year

Retail sales and the labor market

Income

Real Personal Income

Real Personal Income (Excluding Transfer, Annual)

During a recession real personal income falls. In the plot the peaks can be seen prior to each recession.

datay <- "W875RX1"
ylim <- c(3000, 15000)
plotSingleQuickModern(datay, ylim)

The features we are interested in are the peaks and valleys so we’ll use the derivative to get to those. Interesting, there is usually a first zero crossing before a recession and a second during or just after the recession.

Real personal income might have some seasonal variance, but it seems the year over year change tells the same story.

Price and cost measures

This section shows price and cost measures.

Two commonly used indexes are the CPI (consumer price index) and PPI (producer price index). CPI tries to show final prices paid for goods and services by urban U.S. consumers. This index includes sales tax and imports. The PPI attempts to reflect the prices paid at all stages of production, including goods and services purchases as inputs as well as goods and services purchased by consumers from retail and producer sellers. The PPI does not include imports or sales tax. The CPI reflects all rebates and financing plans wherease the PPI reflects only those rebate and financing plans provided by the producer. For example if an automotive manufacturer offers a rebate of $500 and the dealer offers an additional rebate of $500 then the PPI would reflect only the automotive manufacturer rebate, but the CPI would reflect both rebates.

Sources; https://www.bls.gov/opub/hom/pdf/cpihom.pdf and https://www.bls.gov/opub/hom/pdf/ppi-20111028.pdf.

Consumer price index

What does CPI look like?

datay <- "CPIAUCSL"
ylim <- c(0, 300)
plotSingleQuickModern(datay, ylim)

Check out the YoY growth

datay <- "CPIAUCSL_YoY"
ylim <- c(-2, 15)
plotSingleQuickModern(datay, ylim)

CPI to PPI

Suggested by Charlie, it can be helpful to look at the relationship between producer prices and consumer prices.

## Scale for 'y' is already present. Adding another scale for 'y', which will
## replace the existing scale.

Producer Price Index (Commodities)

Commodities

Basket

Take a look at some trends of baskets of commodities.

This plot examines commodity performance relative to the GDP deflator

Crude oil

Look at a trend of West Texas Intermediate (WTI)

This is ticker data from yahoo

Take a look at both WTI and Brent crude.

Real price of crude using producer price index for commodities

Gold

As risks increase investors often flock to safe haven assets like gold. An up-tick in prices can indicate investor uncertainty. This can be seen in the nominal price plot around 1980 and again in 2007.

This plots out the real price of gold by two different deflators. PPI corrected price is a little higher, to be expected since CPI also includes the effects of sales tax and imports. The spike in 1980 is especially pronounced in this series.

See how nominal and real prices look year over year. From the long-term view seems like there is little difference in the three series. Although not shown, even over the near-term there is little difference in the series.

See how gold correlates with the VIX. Both gold and VIX should respond to investor axiety, but it doesn’t look like it correlates very well.

Copper

Dr. Copper has a reputation as an indicator of economic malaise, but it does not seem to have much of a correlation with the recessions. The series below is from CME via Quandl. It has a lot of data so I am also looking at the smoothed version.

Copper is one of the commodities in the PPI so it is a bit of a proxy for how copper is doing relative to the basket of commodities.

The change in prices, year over year, do generally peak prior to a recession. The time and shape of this peak varies, but it still might be helpful. A couple of the large troughs do seem to correlate with the end of the recession. Likely this is because industrial production has also fallen.

There is some correlation between copper and the smooth recession initiator, especially at the end of the recession.

Might be easier to see correlation in a dot plot format.

This is a legacy series from FRED. It has not been updated in a couple of years so I am assuming it will go away.

Oil Services

Amazing events in the first half of 2020, take a look at those

See how the players are doing

Federal Reserve

The federal reserve has an impact on the economy, here are some data series relating to that.

Little bit closer

datay <- "WALCL"
ylim <- c(0, 10000)
dtStart = as.Date('2003-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)

Federal Reserve Reverse Repo Agreements

Compare liabilities to reverse repo trends

Take a look at more recent trends

Spiky, might be easier to look at year-over-year

Normalized by GDP

datay <- "WLRRAL.by.GDP"
ylim <- c(0, 4)
dtStart = as.Date('2003-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)

Overnight Bank Funding Rate

“The overnight bank funding rate is calculated using federal funds transactions and certain Eurodollar transactions. The federal funds market consists of domestic unsecured borrowings in U.S. dollars by depository institutions from other depository institutions and certain other entities, primarily government-sponsored enterprises, while the Eurodollar market consists of unsecured U.S. dollar deposits held at banks or bank branches outside of the United States. U.S.-based banks can also take Eurodollar deposits domestically through international banking facilities (IBFs). The overnight bank funding rate (OBFR) is calculated as a volume-weighted median of overnight federal funds transactions and Eurodollar transactions reported in the FR 2420 Report of Selected Money Market Rates. Volume-weighted median is the rate associated with transactions at the 50th percentile of transaction volume. Specifically, the volume-weighted median rate is calculated by ordering the transactions from lowest to highest rate, taking the cumulative sum of volumes of these transactions, and identifying the rate associated with the trades at the 50th percentile of dollar volume. The published rates are the volume-weighted median transacted rate, rounded to the nearest basis point.” https://www.newyorkfed.org/markets/obfrinfo.

Secured Overnight Financing Rate

“The Secured Overnight Financing Rate (SOFR) is a broad measure of the cost of borrowing cash overnight collateralized by Treasury securities. The SOFR includes all trades in the Broad General Collateral Rate plus bilateral Treasury repurchase agreement (repo) transactions cleared through the Delivery-versus-Payment (DVP) service offered by the Fixed Income Clearing Corporation (FICC), which is filtered to remove a portion of transactions considered “specials” " https://apps.newyorkfed.org/markets/autorates/sofr

Take a look at the variation (99th - 1st percentile)

Reserve Balances with Federal Reserve Banks

Hard to get a sense of these series in the absolute. Take a look relative to GDP.

By double entry book-keeping reserves+loans (assets) = deposit (liabilities). Does that really work?

Correlation Between Reserves and Total Loans

As reserves increase there should be less lending. That correlation generally holds.

## Scale for 'y' is already present. Adding another scale for 'y', which will
## replace the existing scale.

Did the reserve balances increase after the 2016 and 2018 drops? Not in the same way. There are some relationships between the equities market and the reserves though.

Explicitly correlate reserve balances and total loans. It is a weak and noisy correlation.

## `geom_smooth()` using formula 'y ~ x'
## Warning: Removed 990 rows containing non-finite values (stat_smooth).

Interest on excess reserves

Monetary Base

Currency trend, base

This used to trend along with GDP. It doesn’t anymore.

Money supplies

Basic currency trend (currency component of M1)

datay <- "WCURRNS_YoY"
dtStart = as.Date('1980-01-01')
ylim <- c(0, 17)
myplot <- plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)
myplot

datay <- "WCURRNS_YoY"
dtStart = as.Date('2000-01-01')
ylim <- c(0, 20)
myplot <- plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)
myplot

The rate of change of money supply could be an indicator of a recession. Let’s see how that compares.

Intervention in the repo market

The federal reserve provides liquidity to the repo market, summary of that action

European central bank

The European central band (ECB) has taken a different path compared to the US Federal Reserve bank.

## Scale for 'y' is already present. Adding another scale for 'y', which will
## replace the existing scale.

Federal Debt

The government is a big driver of the economy, let’s see what it is doing in the debt markets.

datay <- "GFDEBTN"
ylim <- c(0, 35000000)
plotSingleQuick(dfRecession, df.data, datay, ylim)

datay <- "GFDEBTN_Log"
ylim <- c(12, 18)
plotSingleQuick(dfRecession, df.data, datay, ylim)

datay <- "GFDEBTN_YoY"
ylim <- c(-10, 25)
plotSingleQuick(dfRecession, df.data, datay, ylim)

Federal debt as percent GDP

datay <- "GFDEGDQ188S"
ylim <- c(30, 150)
plotSingleQuick(dfRecession, df.data, datay, ylim)

Federal deficit as percent GDP

datay <- "FYFSGDA188S"
ylim <- c(-30, 5)
plotSingleQuick(dfRecession, df.data, datay, ylim)

Charlie Hatch has a nice format of deficit versus debt:

## Scale for 'y' is already present. Adding another scale for 'y', which will
## replace the existing scale.

Nonfinancial Corporate Business Debt

What about Nonfinancial corporate business and debt securities? Hopefully this doesn’t follow the business loan trends.

That is crazy steep. Time for a log format, see if that brings out the peaks and troughs. That’s a litte better, it looks like there might be a change in slope prior to the recessions.

The derivative doesn’t seem to be much help. There is not much correlation between the zero crossings and the NEBR recessions.

Debt cycle

This analysis roughly follows the ideas in Big Debt Crises book by Ray Dalio.

Total loans

One business cycle theory describes recessions as a market adjustment to mis-allocated assets, often fueled by an credit expansion. That makes the volume of loans an interesting feature to look at. In the presentation of data it looks like the great recession had the largest impact.

Plotting the year over year growth rate helps pull out those small changes in the early years in the data. Peaks can be seen prior to most recessions.

Zoom in to the last couple of decades

As long term interest rates rise, loans should start to tick down. To check this, the total loans and 10 to 1 year spreads are plotted. This is generally the trend observed.

There is a good correlation between these two variables. This next section plots that correction explicitly.

Total loans as percent of GDP

This is the total loans. I think the picture is too broad to point to a specific sector of the economy. The debt burden assumes interest rates are tied to the 10-year treasury: (TOTLNNSA * DGS10) / 100

Commercial and industral loans

Business loans should slow before the recession (a contraction in credit as rates rise).

Commercial and industrial loans as percent of GDP and and income

Look at business debt normalized by GDP over the entire time series. This ratio often peaks at the mid-point of a recession.

https://www.wsj.com/articles/this-isnt-your-fathers-corporate-bond-market-11590574555

“Bonds are behaving more like bank debt, which tends to remain stable or even increase at the onset of recessions, as lenders keep distressed clients afloat—and only later turn off the taps. This was confirmed by a recent report from the Bank for International Settlements. It also found a tight link between this lending cycle and the “real” economy’s booms and busts."

I assume that interest is related to the 10-year treasure: (TOTCINSA * DGS10) / 100

Farm loans

See how the farming sector is fairing.

Real estate loans

Data taken from H.8 Assets and Liabilities of Commercial Banks in the United States. Take a look at SA and NSA data series as weekly and month updates. It should all be similar at this scale.

This gives a big picture, but makes it hard to connect the loans with the income needed to cover those loans. In the next section, loans will be broken up by commercial and residential.

Real Estate (Residential)

In absolute terms the mortgages have increased, but it does not appear to be out of line with the overall economy.

Normalized by GDP it is easier to see the peak in 2008 and that loan levels appear reasonable at the commercial banks. I updated this plot to include the estimated single-family home sales volume to give a sense of percentage of home sales that are cash.

Maybe the GSE’s are making loans. Take a look at the total mortgages from Z.1 as a percentage of GDP. That does not look too far off trend (ignoring that peak in 2008).

I am assuming that personal income is paying for the mortgages.

Real estate (residential) as percent of GDP and and income

## Warning: Removed 1 rows containing missing values (geom_text).

How do the number of starts compare to population?

Consumer loans

Focusing on the consumer sector the growth in debt and incomes can be directly compared. Personal income, as a percent of GDP, remains nearly constant. It is not uncommon for the personal income to rise prior to a recession. Likely this reflect increasing asset prices and market returns. Also interesting to see the loans pick up after interest rates dropped in 1982.

Consumer loans as percent of GDP and and income

Take a closer look since the 2008 recession. Looks like loans are starting to slow as the interest burden rises and incomes remain stable. There are some anomolies in the A065RC1A027NBEA data series because it only updates onces a year. the PI series updates once a month but is noisier and seasonally adjusted. It also shows incomes rising in the middle of the 2008 recession, which doesn’t seem to be accurate.

## Warning: Removed 1 rows containing missing values (geom_text).
## Removed 1 rows containing missing values (geom_text).
## Warning: Removed 1 rows containing missing values (geom_hline).

Repo market

This market went through some stress in 2008, it is happening again so setup some plots to watch it.

Nonfincial corporate business security repo asset level

Bonds

T-Bills and Yield Curve

Speaking of loans, interest rates also play into this. This analysis will focus on treasure bills. The 3-month is plotted below. The yield flattens before a recession as investors go long on bonds and short on equities.

datay <- "TB3MS"
datay.aux <- "DTB3"
ylim <- c(0, 20)
p1 <- plotSingleQuickModern(datay, ylim)
p1 + geom_line(data=df.data, aes_string(x="date", y=datay.aux, colour=shQuote(datay.aux)), na.rm = TRUE)

datay <- "TB3MS"
datay.aux <- "DTB3"
ylim <- c(0, 6.0)
dtStart = as.Date('2017-01-01')
p1 <- plotSingle(dfRecession, df.data, "date", datay, getPlotTitle(df.symbols, datay), "Date", 
            getPlotYLabel(df.symbols, datay), c(dtStart, Sys.Date()), ylim, TRUE)
p1 + geom_line(data=df.data, aes_string(x="date", y=datay.aux, colour=shQuote(datay.aux)), na.rm = TRUE)

# {r bond3monthlibor, echo=FALSE } # # datay <- "TB3MS" # datay_aux <- "USD1MTD156N" # ylim <- c(0, 12) # dtStart = as.Date('1985-01-01') # myPlot <- plotSingle(dfRecession, df.data, "date", datay, getPlotTitle(df.symbols, datay), "Date", # getPlotYLabel(df.symbols, datay), c(dtStart, Sys.Date()), ylim, TRUE) # myPlot <- myPlot + geom_line(data=df.data, aes_string(x="date", y=datay_aux, colour=shQuote(datay_aux)), na.rm = TRUE) # # myPlot # # Check out LIBOR and fed funds rate

The 1-year is plotted below. The yield flattens before a recession as investors go long on bonds and short on equities.

datay <- "DGS10"
datay.aux <- "TNX.Close"
ylim <- c(0, 20)
p1 <- plotSingleQuickModern(datay, ylim)
p1 + geom_line(data=df.data, aes_string(x="date", y=datay.aux, colour=shQuote(datay.aux)), na.rm = TRUE)

Close in, the trend towards inversion be more easily seen. I am also comparing data from the CBOE as well as FRED.

Bond yields are a good proxy for interest rates. As rates rise the theory goes that loans should decrease (inverse correlation).

And a longer window

The yield curve (30 year bond rate minus the 10 year bond rate) may not be a good recession indicator, but a collapse is not good (https://blogs.wsj.com/moneybeat/2018/04/30/theres-more-than-one-part-of-the-yield-curve-getting-flatter/).

The yield curve (10 year bond rate minus the 1 year bond rate) seems to a good indicator of an oncoming recession. It could be a buy indicator by itself.

More recent data

Just the last 24 months or so.

Plot the 10 Year to 3 month over a few decades to see what the outling cases look like

The last two year compare favorably with the period around the 2015-2016 turndown, driven primarily by slowing of the Chinese GDP. Not a debt-driven cycle.

This plot format was suggested by a mises.org article (https://mises.org/wire/yield-curve-accordion-theory), but they only went back to 1988. The date seemed arbitrary so I went back further in time.

Take a look at more recent data

Try looking at a 1-year average of the above time series

High quality bonds

datay <- "AAA"
ylim <- c(1.5, 10)
dtStart = as.Date('1997-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)

High quality bonds to 10-year treasury

High quality bonds long-term trend.

datay <- "DGS10ByAAA"
ylim <- c(1, 6.0)
dtStart = as.Date('1967-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)

High quality bonds near-term trend.

datay <- "DGS10ByAAA"
ylim <- c(1, 6.0)
dtStart = as.Date('2007-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)

High yield spread

“This data represents the Option-Adjusted Spread (OAS) of the ICE BofAML US Corporate A Index, a subset of the ICE BofAML US Corporate Master Index tracking the performance of US dollar denominated investment grade rated corporate debt publicly issued in the US domestic market. This subset includes all securities with a given investment grade rating A. The ICE BofAML OASs are the calculated spreads between a computed OAS index of all bonds in a given rating category and a spot Treasury curve. An OAS index is constructed using each constituent bond‚Äôs OAS, weighted by market capitalization. When the last calendar day of the month takes place on the weekend, weekend observations will occur as a result of month ending accrued interest adjustments.”

  • ICE Benchmark Administration Limited (IBA), ICE BofAML US Corporate A Option-Adjusted Spread [BAMLC0A3CA], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/BAMLC0A3CA, July 4, 2019.
datay <- "BAMLC0A3CA"
ylim <- c(0, 7)
dtStart = as.Date('1997-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)

Municipal bond market

Suggest by a WSJ article, change in volume for high-risk muni’s. Doesn’t look like there is much too it yet.

https://www.wsj.com/articles/risky-municipal-bonds-are-on-a-hot-streak-11558949401?mod=hp_lead_pos3

datay <- "HYMB.Close"
ylim <- c(40, 62)
dtStart = as.Date('2011-01-01')
p1 <- plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)

p1 <-
  p1 + geom_vline(
    xintercept = as.Date("2015-08-24"),
    linetype = "dashed",
    color = "grey",
    size = 1.0
  )

p1 <-
  p1 + geom_vline(
    xintercept = as.Date("2016-01-08"),
    linetype = "dashed",
    color = "grey",
    size = 1.0
  )
p1 <-
  p1 + geom_vline(
    xintercept = as.Date("2018-02-05"),
    linetype = "dashed",
    color = "grey",
    size = 1.0
  )
p1 <-
  p1 + geom_vline(
    xintercept = as.Date("2018-10-11"),
    linetype = "dashed",
    color = "grey",
    size = 1.0
  )

datay <- "HYMB.Volume"
ylim <- c(0, 1750000)
p1.vol <- plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)

p1.vol <-
  p1.vol + geom_vline(
    xintercept = as.Date("2015-08-24"),
    linetype = "dashed",
    color = "grey",
    size = 1.0
  )

p1.vol <-
  p1.vol + geom_vline(
    xintercept = as.Date("2016-01-08"),
    linetype = "dashed",
    color = "grey",
    size = 1.0
  )
p1.vol <-
  p1.vol + geom_vline(
    xintercept = as.Date("2018-02-05"),
    linetype = "dashed",
    color = "grey",
    size = 1.0
  )
p1.vol <-
  p1.vol + geom_vline(
    xintercept = as.Date("2018-10-11"),
    linetype = "dashed",
    color = "grey",
    size = 1.0
  )


datay <- "GSPC.Open"
datay_aux <- "GSPC.Close"
ylim <- c(1500, d.GSPC.max )
p2 <-
  plotSingle(
    dfRecession,
    df.data,
    "date",
    datay,
    getPlotTitle(df.symbols, datay),
    "Date",
    getPlotYLabel(df.symbols, datay),
    c(dtStart, Sys.Date()),
    ylim,
    TRUE
  )

p2 <-
  p2 + geom_vline(
    xintercept = as.Date("2015-08-24"),
    linetype = "dashed",
    color = "grey",
    size = 1.0
  )
p2 <-
  p2 + geom_vline(
    xintercept = as.Date("2016-01-08"),
    linetype = "dashed",
    color = "grey",
    size = 1.0
  )
p2 <-
  p2 + geom_vline(
    xintercept = as.Date("2018-02-05"),
    linetype = "dashed",
    color = "grey",
    size = 1.0
  )
p2 <-
  p2 + geom_vline(
    xintercept = as.Date("2018-10-11"),
    linetype = "dashed",
    color = "grey",
    size = 1.0
  )


grid.arrange(p1,
             p1.vol,
             p2,
             ncol = 1,
             top = "High Yield Muni's and S&P Price")

Total Loans and yield curve correlation

This relationship was suggest by Charlie and it is an interesting one. As the yield curve flattens (10-year and 1-year rates converge), total loans grow. The generalization is not always accurate, but it does fit.

## `geom_smooth()` using formula 'y ~ x'

I wanted to see how this looked compared to the 3 month

## `geom_smooth()` using formula 'y ~ x'
## Warning: Removed 282 rows containing non-finite values (stat_smooth).

Consumer loans and yield curve correlation

Compared to business loans, consumer loans seem to have to response to the 10Y to 3M yield curve.

## `geom_smooth()` using formula 'y ~ x'
## Warning: Removed 311 rows containing non-finite values (stat_smooth).

Business loans and yield curve correlation

## `geom_smooth()` using formula 'y ~ x'
## Warning: Removed 103 rows containing non-finite values (stat_smooth).

That’s pretty good correlation. Let’s see what the rolling correlation looks like.

datay1 <- "TOTLNNSA_YoY"
ylim1 <- c(-10, 20)

datay2 <- "DGS10TO1"
ylim2 <- c(-5, 10)

dtStart <- as.Date("1jan1960","%d%b%Y")

w <- 360
corrName <- calcRollingCorr(dfRecession, df.data, df.symbols, datay1, ylim1, datay2, ylim2, w, dtStart)

datay1 <- "TOTLNNSA_YoY"
ylim1 <- c(-10, 20)

datay2 <- "DGS10TO1"
ylim2 <- c(-5, 10)

dtStart <- as.Date("1jan1960","%d%b%Y")

w <- 720
corrName <- calcRollingCorr(dfRecession, df.data, df.symbols, datay1, ylim1, datay2, ylim2, w, dtStart)

One other items, let’s see how loans do versus the federal funds rate

## `geom_smooth()` using formula 'y ~ x'

Baker Hughes Rig Count

BEA Supplemental Estimates, Motor Vehicles

Definitions

Autos–all passenger cars, including station wagons.
Light trucks–trucks up to 14,000 pounds gross vehicle weight, including minivans and
sport utility vehicles. Prior to the 2003 Benchmark Revision light trucks were up to 10,000 pounds.
Heavy trucks–trucks more than 14,000 pounds gross vehicle weight.
Prior to the 2003 Benchmark Revision heavy trucks were more than 10,000 pounds.
Domestic sales–United States (U.S.) sales of vehicles assembled in the U.S., Canada, and Mexico.
Foreign sales–U.S. sales of vehicles produced elsewhere.
Domestic auto production–Autos assembled in the U.S.
Domestic auto inventories–U.S. inventories of vehicles assembled in the U.S., Canada, and Mexico.

TAble 6 - Light Vehicle and Total Vehicle Sales

Auto sales

A WSJ article suggested that auto sales might be a good indicator so bring that to the mix. It does have troughs that correlate with recessions

There might be some seasonal variance in the auto sales so lets take a look at the year over year. The data is pretty noisy, it probably will not make a very good indicator.

BEA Gross Domestic Product

Data in this section come from the Bureau of Economic Analysis.

Table 1.1.5. Gross Domestic Product

[Billions of dollars] Seasonally adjusted at annual rates

A191RC: Gross Domestic Product - Line 1

GDP numbers tend to lag so this series is truly an afterthought. But it does have some correlation with the recessions.

GDP does not reflect the capacity of the economy nor the efficiency. Shrinking capacity and lower prices at constant volumes would indicate improvements in effeciency/productivity which is good for the economy, but does not move the GDP upward.

Looks like the year over year change on the GDP should correlate well with unemployment.

Table 1.1.9. Implicit Price Deflators for Gross Domestic Product

[Index numbers, 2012=100] Seasonally adjusted

A191RD: Gross Domestic Product - Line 1

This is GDP price deflator series.

GDP normalized by CPI

Normalize GDP by CPI

Economic yield curve (GDP to 1-year treasury)

GDP versus the yield on the 1-year. This series was prompted by an article suggesting that the “economic yield curve” should be used to indicate a recession rather than an inverted yield curve. Less of indicator and more of concurrent confirmation of recession. Not sure why they would be related either.

Economic yield curve (GDP to 3-month treasury)

Same idea as above, but applied the 3-month treasury.This one has fewer false triggers, but is not as helpful as 10Y to 3M spread in predicting a recession.

A824RC: National defense Federal Gov’t Expenditures - Line 24

U.S. Bureau of Economic Analysis, Federal Government: National Defense Consumption Expenditures and Gross Investment [FDEFX], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/FDEFX, April 6, 2021.

A825RC: Nondefense Federal Gov’t Expenditures - Line 25

U.S. Bureau of Economic Analysis, Federal Government: Nondefense Consumption Expenditures and Gross Investment [FNDEFX], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/FNDEFX, April 6, 2021.

Table 6.16D. Corporate Profits by Industry

Select series from Table 6.16D

A051RC: Corporate profits with inventory and capital consumption adjustment

From BEA’s documentation (https://www.bea.gov/media/5671):

“BEA’s featured measure of corporate profits — profits from current production - provides a comprehensive and consistent economic measure of the income earned by all U.S. corporations. As such, it is unaffected by changes in tax laws, and it is adjusted for nonreported and misreported income. It excludes dividend income, capital gains and losses, and other financial flows and adjustments, such as deduction for “bad debt.” Thus, the NIPA measure of profits is a particularly useful analytical measure of the health of the corporate sector. For example, in contrast to other popular measures of corporate profits, the NIPA measure did not show the large run-up in profits during the late 1990s that was primarily attributable to capital gains.

Profits after tax with IVA and CCAdj is equal to corporate profits with IVA and CCAdj less taxes on corporate income. It provides an after-tax measure of profits from current production."

Data is Line 1 of Table 6.16D

A053RC: Corporate profits without inventory and capital consumption adjustment

Profits look a bit flat over the last several years in this series.

Table 2.6. Personal Income and Its Disposition, Monthly

Billions of dollars; months are seasonally adjusted at annual rates.

A065RC Personal Income - Line 1

BEA Account Code: A065RC

Personal income is the income that persons receive in return for their provision of labor, land, and capital used in current production and the net current transfer payments that they receive from business and from government.25 Personal income is equal to national income minus corporate profits with inventory valuation and capital consumption adjustments, taxes on production and imports less subsidies, contributions for government social insurance, net interest and miscellaneous payments on assets, business current transfer payments (net), current surplus of government enterprises, and wage accruals less disbursements, plus personal income receipts on assets and personal current transfer receipts. A Guide to the National Income and Product Accounts of the United States (NIPA) - (http://www.bea.gov/national/pdf/nipaguid.pdf)

Suggested Citation: U.S. Bureau of Economic Analysis, Personal Income [PI], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/PI, July 11, 2019.

DPCERC: Personal consumption expenditures (PCE) - Table 2.1, Line 29

BEA Account Code: DPCERC Personal consumption expenditures (PCE) is the primary measure of consumer spending on goods and services in the U.S. economy. 1 It accounts for about two-thirds of domestic final spending, and thus it is the primary engine that drives future economic growth. PCE shows how much of the income earned by households is being spent on current consumption as opposed to how much is being saved for future consumption. -https://www.bea.gov/system/files/2019-12/Chapter-5.pdf

Suggested Citation: U.S. Bureau of Economic Analysis, Personal Consumption Expenditures [PCE], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/PCE, June 12, 2020

DPCERG: Personal consumption expenditures Price Index (PCEPI) - Table 2.1, Line 29

BEA Account Code: DPCERG The gross domestic product price index measures changes in prices paid for goods and services produced in the United States, including those exported to other countries. Prices of imports are excluded. The gross domestic product implicit price deflator, or GDP deflator, basically measures the same things and closely mirrors the GDP price index, although the two price measures are calculated differently. The GDP deflator is used by some firms to adjust payments in contracts.

The gross domestic purchases price index is BEA’s featured measure of inflation for the U.S. economy overall. It measures changes in prices paid by consumers, businesses, and governments in the United States, including the prices of the imports they buy.

BEA’s closely followed personal consumption expenditures price index, or PCE price index, is a narrower measure. It looks at the changing prices of goods and services purchased by consumers in the United States. It’s similar to the Bureau of Labor Statistics’ consumer price index for urban consumers. The two indexes, which have their own purposes and uses, are constructed differently, resulting in different inflation rates.

The PCE price index is known for capturing inflation (or deflation) across a wide range of consumer expenses and for reflecting changes in consumer behavior. For example, if the price of beef rises, shoppers may buy less beef and more chicken. Also, BEA revises previously published PCE data to reflect updated information or new methodology, providing consistency across decades of data that’s valuable for researchers. The PCE price index is used primarily for macroeconomic analysis and forecasting. -https://www.bea.gov/resources/learning-center/what-to-know-prices-inflation

Suggested Citation: U.S. Bureau of Economic Analysis, Personal Consumption Expenditures: Chain-type Price Index [PCEPI], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/PCEPI, April 25, 2021.

A072RC: Personal Savings Rate - Line 35

Consumers tend to pull down their savings rates as unemployment decreases and market conditions improve. This series has tended to be unreliable due to the size of revisions during the comprehensive update carried out by the BEA. The last update on this series moved the rate from 4.2 to 6.7 percent.

(https://www.bloomberg.com/news/articles/2018-07-27/americans-have-been-saving-much-more-than-thought-new-data-show)

BEA Account Code: A072RC Personal saving as a percentage of disposable personal income (DPI), frequently referred to as “the personal saving rate,” is calculated as the ratio of personal saving to DPI. Personal saving is equal to personal income less personal outlays and personal taxes; it may generally be viewed as the portion of personal income that is used either to provide funds to capital markets or to invest in real assets such as residences.(https://www.bea.gov/national/pdf/all-chapters.pdf) A Guide to the National Income and Product Accounts of the United States (NIPA).

Suggested Citation: U.S. Bureau of Economic Analysis, Personal Saving Rate [PSAVERT], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/PSAVERT, July 9, 2019.

Take a closer look at the last decade

The relationship between personal savings and unemployment (U-3) can be better visualized with a scatter plot

## `geom_smooth()` using formula 'y ~ x'
## Warning: Removed 167 rows containing non-finite values (stat_smooth).

The fit does not explain most of what is in the plot. Lets take a look at the rolling correlation.

datay1 <- "UNRATE"
ylim1 <- c(2, 12)

datay2 <- "PSAVERT"
ylim2 <- c(0, 35)

dtStart <- as.Date("1jan1985","%d%b%Y")

w <- 360
corrName <- calcRollingCorr(dfRecession, df.data, df.symbols, datay1, ylim1, datay2, ylim2, w, dtStart)

Personal savings to household net worth

A relationship between personal savings and household networth can be seen in a scatter plot. This was suggested by a WSJ article (https://blogs.wsj.com/dailyshot/2018/02/23/the-daily-shot-reasons-for-declining-u-s-household-savings-rate/).

## `geom_smooth()` using formula 'y ~ x'
## Warning: Removed 1363 rows containing non-finite values (stat_smooth).

U.S. Census Bureau

U.S. International Trade in Goods and Services (FT900)

U.S. Bureau of Economic Analysis and U.S. Census Bureau, U.S. Imports of Goods by Customs Basis from China [IMPCH], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/IMPCH, October 5, 2019.

New Houses Sold and For Sale by Stage of Construction and Median Number of Months on Sales Market

Read an article suggesting that housing sales and sales growth could be useful. FRED only has new home data so start there.

datay <- "HSN1FNSA"
ylim <- c(0, 200)
dtStart = as.Date('1964-01-01')
p1 <- plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)

datay <- "HNFSUSNSA"
ylim <- c(0, 600)
p2 <- plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)

datay <- "HNFSUSNSA.minus.HSN1FNSA"
ylim <- c(0, 600)
p3 <-
  plotSingle(
    dfRecession,
    df.data,
    "date",
    datay,
    getPlotTitle(df.symbols, datay),
    "Date",
    getPlotYLabel(df.symbols, datay),
    c(dtStart, Sys.Date()),
    ylim,
    TRUE
  )

grid.arrange(p1,
             p2,
             p3,
             ncol = 1,
             top = "New Housing Sales")

New housing yoy

New Privately-Owned Housing Units Authorized in Permit-Issuing Places

As provided by the Census, start occurs when excavation begins for the footings or foundation of a building. All housing units in a multifamily building are defined as being started when this excavation begins. Beginning with data for September 1992, estimates of housing starts include units in structures being totally rebuilt on an existing foundation.

Suggested Citation: U.S. Census Bureau and U.S. Department of Housing and Urban Development, Housing Starts: Total: New Privately Owned Housing Units Started [HOUST], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/HOUST, June 13, 2020.

Take a look at privately owned starts

New Privately-Owned Houses Sold and For Sale

Suggested Citation: U.S. Census Bureau and U.S. Department of Housing and Urban Development, Median Sales Price of Houses Sold for the United States [MSPUS], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/MSPUS, June 13, 2020.

Finally, take a look at starts times the median price

Durable Goods

Suggested Citation: U.S. Census Bureau, Manufacturers’ New Orders: Durable Goods [UMDMNO], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/UMDMNO, April 26, 2021.

Durable goods, not seasonally adjusted, divided by GDP

Durable goods, seasonally adjusted, divided by GDP

Federal reserve board H.8: Assets and Liabilities of Commercial Banks in the United States

Page 4: Not Seasonally adjusted, billions of dollars

Commercial and industrial loans, all commercial banks - Line 10

Data taken from H.8 Assets and Liabilities of Commercial Banks in the United States. Take a look at SA and NSA data series as weekly and month updates. It should all be similar at this scale.

Suggested Citation: Board of Governors of the Federal Reserve System (US), Commercial and Industrial Loans, All Commercial Banks [BUSLOANS], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/BUSLOANS, July 11, 2019.

Taking a look at the difference in SA and NSA series. Seasonal adjustments do vary, but do not seem to be related to recessions.

The raw series is just too steep for any kind of machine learnine. This needs to be converted to log scale.

That’s a little better, let’s see what the smoothed derivative looks like.

That is odd…looks like this doesn’t cross zero unless we are getting close to, or into, a recession. The year over year tells about the same story. Might be a good indication of the end of a recession.

Consumer loans, all commercial banks - Line 20

Suggested Citation: Board of Governors of the Federal Reserve System (US), Consumer Loans, All Commercial Banks [CONSUMERNSA], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/CONSUMERNSA, July 11, 2019.

That spike in consumer loans is due to

“April 9, 2010 (Last revised September 23, 2011): As of the week ending March 31, 2010, domestically chartered banks and foreign-related institutions had consolidated onto their balance sheets the following assets and liabilities of off-balance-sheet vehicles, owing to the adoption of FASB’s Financial Accounting Statements No. 166 (FAS 166),”Accounting for Transfers of Financial Assets," and No. 167 (FAS 167), “Amendments to FASB Interpretation No. 46(R).”

This included a consumer loans, credit cards and other revolving plans change of $321.9B. That was a lot of off-balance-sheet bank assets.

Deposits, All Commercial Banks, all commercial banks - Line 34

Data taken from H.8 Assets and Liabilities of Commercial Banks in the United States. Take a look at SA and NSA data series as weekly and month updates. It should all be similar at this scale.

Suggested Citation: Board of Governors of the Federal Reserve System (US), Deposits, All Commercial Banks [DPSACBW027SBOG], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/DPSACBW027SBOG, May 14, 2020.

Federal reserve board Z.1: Financial Accounts of the United States

From the FRED website (https://fred.stlouisfed.org/release?rid=52):

"The Financial Accounts (formerly known as the Flow of Funds accounts) are a set of financial accounts used to track the sources and uses of funds by sector. They are a component of a system of macroeconomic accounts including the National Income and Product accounts (NIPA) and balance of payments accounts, all of which serve as a comprehensive set of information on the economy’s performance.(1) Some important inferences that can be drawn from the Financial accounts are the financial strength of a given sector, new economic trends, changes in the composition of wealth, and development of new financial instruments over time.(1)

Sectors are compiled into three categories: households, nonfinancial businesses, and banks. The sources of funds for a sector are its internal funds (savings from income after consumption) and external funds (loans from banks and other financial intermediaries). (1) Funds for a given sector are used for its investments in physical and financial assets. Dividing sources and uses of funds into two categories helps the staff of the Federal Reserve System pay particular attention to external sources of funds and financial uses of funds.(2) One example is whether households are borrowing more from banks—or in other words, whether household debt is rising. Another example might be whether banks are using more of their funds to provide loans to consumers. Transactions within a sector are not shown in the accounts; however, transactions between sectors are.(2) Monitoring the external flows of funds provides insights into a sector’s health and the performance of the economy as a whole.

Data for the Financial accounts are compiled from a large number of reports and publications, including regulatory reports such as those submitted by banks, tax filings, and surveys conducted by the Federal Reserve System.(2) The Financial accounts are published quarterly as a set of tables in the Federal Reserve’s Z.1 statistical release.

  1. Teplin, Albert M. “The U.S. Flow of Funds Accounts and Their Uses.” Federal Reserve Bulletin, July 2001; http://www.federalreserve.gov/pubs/bulletin/2001/0701lead.pdf.
  2. Board of Governors of the Federal Reserve System. “Guide to the Flow of Funds Accounts.” 2000, http://www.federalreserve.gov/apps/fof/."

L.102 Nonfinancial Business

FL102051003.Q: Nonfinancial corporate business; security repurchase agreements; asset

Asset level of nonfinancial business security repo agreements. federalreserve.gov/apps/fof/SeriesAnalyzer.aspx?s=FL102051003&t=

L.214 Loans

FL894123005.Q: All sectors; total loans; liability

Sum of domestic financial sectors, all sectors, total mortgages, and households/non-profits. federalreserve.gov/apps/fof/SeriesAnalyzer.aspx?s=FL894123005&t=L.107&bc=L.107:FL793068005&suf=Q

FL793068005.Q: Domestic financial sectors; depository institution loans n.e.c.; asset

Sum of Monetary authority; depository institution loans n.e.c.; asset and Private depository institutions; depository institution loans n.e.c.; asset. federalreserve.gov/apps/fof/SeriesAnalyzer.aspx?s=FL793068005&t=L.214&suf=Q

FL893169005.Q: All sectors; other loans and advances; liability

Sum of finance, government, and chartered institutions asset levels. https://www.federalreserve.gov/apps/fof/SeriesAnalyzer.aspx?s=FL893169005&t=L.214&suf=Q

FL893065105.Q: All sectors; home mortgages; asset

https://www.federalreserve.gov/apps/fof/DisplayTable.aspx?t=L.214

FL893065405.Q: All sectors; multifamily residential mortgages; asset

https://www.federalreserve.gov/apps/fof/SeriesAnalyzer.aspx?s=FL893065405&t=L.214&suf=Q

FL893065505.Q: All sectors; commercial mortgages; asset

https://www.federalreserve.gov/apps/fof/SeriesAnalyzer.aspx?s=FL893065505&t=L.214&suf=Q

FL153166000.Q: Households and nonprofit organizations; consumer credit; liability

federalreserve.gov/apps/fof/SeriesAnalyzer.aspx?s=FL153166000&t=L.214&suf=Q

B.101 Balance Sheet of Households and Nonprofit Organizations

FL152000005.Q: Households and nonprofit organizations; total assets, Level

string.source ID: FL152000005.Q.

FL152090006.Q: Household Net Worth as Percentage of Disposable Personal Income

string.source ID: FL152090006.Q. Household networth tends to fall as a recession start.

Productivity Yield Curve

GDP versus productivity

Manufacturing output and employees

Not sure if these relates to a recession, but fascinating to see how output and employees change with time.

datay <- "OUTMS"
ylim <- c(60, 120)
dtStart = as.Date('1987-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)

datay <- "MANEMP"
ylim <- c(10000, 20000)
dtStart = as.Date('1948-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)

datay <- "PRS30006163"
ylim <- c(40, 120)
dtStart = as.Date('1986-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)

Shipping volumes might be helpful in determining state of the economy.

datay <- "FRGSHPUSM649NCIS"
ylim <- c(0.8, 1.4)
dtStart = as.Date('1999-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)

datay <- "FRGSHPUSM649NCIS_YoY"
ylim <- c(-30, 30)
dtStart = as.Date('1999-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)

Freight, loosely, moves inversely to the trade deficit.

datay <- "BOPGTB_YoY"
ylim <- c(-30, 30)
dtStart = as.Date('1999-01-01')
plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)

World bank air transportation. Only updated annually so less usefull, but interesting reference to above.

# datay <- "WWDIWLDISAIRGOODMTK1"
# ylim <- c(0, 250000)
# dtStart = as.Date('1999-01-01')
# plotSingleQuick(dfRecession, df.data, datay, ylim, dtStart)

Gross private domestic investment

Spending most certainly tips down prior to a recession. The gross private domestic investment data series, plotted in log format below, show how private investment pulls back prior to recessions.

The change in direction is a little easier to see if the derivative is plotted, first YoY then the smoothed derivative

Velocity

Productivity

Frequency: Quarterly The Productivity and Costs release on August 7, 2003, will reflect the June 2003 benchmark revision to payroll employment. Since employment is now reported on a North American Industry Classification System (NAICS) basis, all of the historical data will be revised. Changes as a consequence of the move to NAICS should not be significant since this release carries data at high levels of aggregation.

Suggested Citation: U.S. Bureau of Labor Statistics, Nonfarm Business Sector: Labor Productivity (Output per Hour) for All Employed Persons [OPHNFB], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/OPHNFB, December 24, 2022.

Date range to match census data

PMI

Industrial Production

This is a look at manufacturing industrial production. The yoY change should be a leading indicator of unemployment.

Housing

Take a look at housing starts. These can drop as rates rise.

Frequency: Monthly

As provided by the Census, start occurs when excavation begins for the footings or foundation of a building. All housing units in a multifamily building are defined as being started when this excavation begins. Beginning with data for September 1992, estimates of housing starts include units in structures being totally rebuilt on an existing foundation.

Suggested Citation: U.S. Census Bureau and U.S. Department of Housing and Urban Development, New Privately-Owned Housing Units Started: Total Units [HOUST], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/HOUST, December 24, 2022.

Housing starts, NSA

HOUST reports at annual rate, but HOUSTNSA just reports the monthly numbers. I scale up the NSA to the annual rate.

Units: Thousands of Units, Not Seasonally Adjusted

Frequency: Monthly

Suggested Citation: U.S. Census Bureau and U.S. Department of Housing and Urban Development, New Privately-Owned Housing Units Started: Total Units [HOUSTNSA], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/HOUSTNSA, December 24, 2022.

Case-schiller price index

Population data

Many of the economic series can be better understood if normalized by population. Basic population and worker data from FRED.

Population to GDP

Look at GDP divided by CPI per person. It flattens and even dips a little prior to a recession. Might be worth looking at the derivative of this series.

That is worth a closer look

datay1 <- "GDPBYCPIAUCSLBYPOPTHM_SmoothDer"
ylim1 <- c(-5, 5)

datay2 <- "RecInit_Smooth"
ylim2 <- c(0, 1)

dtStart <- as.Date("1jan1960","%d%b%Y")

w <- 30
corrName <- calcRollingCorr(dfRecession, df.data, df.symbols, datay1, ylim1, datay2, ylim2, w, dtStart)

Correlation Study

Detailed correlations are explored above. Before concluding, let’s take a look at some overall correlation values to see if anything pops out.

Commodities

As mentioned above, copper, year over year, has some correlation with the recession initiation. It could be useful.

GDP Series

GDP, normalized first by CPI and then by population, looks like it migh correlate inversely with the recession indicators

Financials

Let’s see where we are so far. The correlation plot confirms some of the speculation above. The S&P 500 (GSPC.Open) is well correlated with industrial production (INDPRO), business loans (BUSLOANS), total loans (TOTLNNSA) , and nonfinancial corporate business debt (NCBDBIQ027S).

In this case, I want and indicator that rises prior to a recession. It looks like the unemployment rate (UNRATE), real personal income (W875RX1), and the yield curve (DGS10TO1) are all inversely correlated with the recession initiation indicator.

I thought the modified recession initiation would be a harder match, but there are quite a few correlated variables. Lets take a look at some of those in more detail

Complete list of symbols

Since it is tedious to do this one at a time, all the symbols were entered into a data frame, loaded, and aggregated together in a single xts object.

This is the complete list of symbol names and sources used in the project.